- Volume 13 Issue 2 Serial No. 32
ON GENERALIZATION OF COVARIANCE AND VARIANCE
- Lin C.S. (DEPARTMENT OF MATHEMATICS, BISHOP'S UNIVERSITY)
- Published : 2006.05.01
We introduce the notion of the generalized covariance and variance for bounded linear operators on Hilbert space, and prove that the generalized covariance-variance inequality holds. It turns out that the inequality is a useful formula in tile study of inequality involving linear operators in Hilbert spaces.