The Pure and Applied Mathematics (한국수학교육학회지시리즈B:순수및응용수학)
- Volume 13 Issue 2 Serial No. 32
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- Pages.137-149
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- 2006
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- 1226-0657(pISSN)
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- 2287-6081(eISSN)
ON GENERALIZATION OF COVARIANCE AND VARIANCE
Abstract
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.
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