SHARP MEAN-VARIANCE BOUNDS FOR JENSEN-TYPE INEQUALITIES

被引：20

作者：

PITTENGER, AO

机构：

[1] Department of Mathematics and Statistics, University of Maryland Baltimore County, Catonsville

来源：

STATISTICS & PROBABILITY LETTERS | 1990年 / 10卷 / 02期

基金：

美国国家科学基金会;

关键词：

Jensen's inequality; Moment inequalities;

D O I：

10.1016/0167-7152(90)90001-N

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We give a short proof of a Jensen-type inequality involving the mean and variance of random variables and valid for a class of functions having a convexity-like property. A number of applications are presented which illustrate the applicability of the result. © 1990.

引用

页码：91 / 94

页数：4

共 7 条

[1] INEQUALITIES WITH APPLICATION IN ECONOMIC RISK ANALYSIS [J].