A Linear Programming Proof of Kantorovich's Inequality

Authors
Raghavachari, M.
Citation
M. Raghavachari,, A Linear Programming Proof of Kantorovich's Inequality, American statistician , 40(2), 1986, pp. 136-137
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
40
Issue
2
Year of publication
1986
Pages
136 - 137
Database
ACNP
SICI code
Abstract
A simple linear programming proof of Kantorovich's inequality is given in this article.This inequality is usually used to compare the variances of the best linear estimates and least squares estimates in regression models.