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.
Suppose a distribution has minimum m, maximum M, and expected value μ. Then the inequality says:
Equality holds precisely if all of the probability is concentrated at the endpoints m and M.
The Bhatia–Davis inequality is stronger than Popoviciu's inequality on variances.
