Orthogonal polynomials in the cumulative Ord family and its application to variance bounds

Abstract

This article presents and reviews several basic properties of the Cumulative Ord family of distributions; this family contains all the commonly used discrete distributions. A complete classification of the Ord family of probability mass functions is related to the orthogonality of the corresponding Rodrigues polynomials. Also, for any random variable X of this family and for any suitable function g in L2(R,X), the article provides useful relationships between the Fourier coefficients of g (with respect to the orthonormal polynomial system associated to X) and the Fourier coefficients of the forward difference of g (with respect to another system of polynomials, orthonormal with respect to another distribution of the system). Finally, using these properties, a class of bounds for the variance of g(X) is obtained, in terms of the forward differences of g. These bounds unify and improve several existing results.