Bhatia–Davis inequality

In mathematics, the Bhatia–Davis inequality, named after Rajendra Bhatia and Chandler Davis, is an upper bound on the variance σ2 of any bounded probability distribution on the real line.

Despite its name, the inequality had previously been found by Muilwijk, based on Murthy and Sethi, 34 years before publication of the better-known article by Bhatia and Davis.

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