g-variance

Authors
Citation
Hao, Tao, g-variance, Acta mathematica Sinica. English series (Print) , 26(7), 2010, pp. 1345-1354
ISSN journal
14398516
Volume
26
Issue
7
Year of publication
2010
Pages
1345 - 1354
Database
ACNP
SICI code
Abstract
n this paper, we introduce the notion of g-variance and study some properties of this operator. We find the nonlinear variance operator, g-variance, does not preserve some basic properties of traditional mathematic variance. We also consider the relationship and Var Q [.] ( and Var Q [.]). The result shows that the maximum (minimum) variance is not always equal to ). If g satisfies some restrictive conditions, we get the uniqueness theorem and the comparison theorem via g-variance.