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Parametric and Nonparametric Linkage Analysis - Princeton University

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Kruglyak et al.: <strong>Parametric</strong> <strong>and</strong> <strong>Nonparametric</strong> <strong>Linkage</strong> <strong>Analysis</strong> 1363<br />

mean (Z) = EG(Z)<br />

= EG LE P(WIG) Z(w)1<br />

- E EG[P(W G)Z(w)]<br />

wEV<br />

E P.niform(W)Z(W)<br />

wEV<br />

- mean(Z).<br />

To prove equation (6), we note that<br />

2<br />

E: P(wl G)Z(w) S E P(wl G)[Z(W)]2 .<br />

The inequality follows from a straightforward application<br />

of Jensen's inequality (Royden 1968), since f(x)<br />

= x2 is a convex function. When the operator EG is<br />

applied to both sides, the inequality becomes var(Z)<br />

var(Z).<br />

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