Convergence of the Poincaré Constant
Convergence of the Poincaré Constant
The Poincaré constant $R_Y$ of a random variable Y relates the $L^2(Y)$-norm of a function g and its derivative $g'$. Since $R_Y - {\bf D}(Y)$ is positive, with equality if and only if Y is normal, it can be seen as a distance from the normal distribution. In this paper …