A general Ostrowski-type inequality

被引：4

作者：

de la Cal, J

Cárcamo, J

机构：

[1] Univ Basque Country, Fac Ciencia & Tecnol, Dept Matemat Aplicada & Estadist & Invest Operat, E-48080 Bilbao, Spain

[2] Univ Basque Country, Dept Econ Aplicada 5, E-48080 Bilbao, Spain

来源：

STATISTICS & PROBABILITY LETTERS | 2005年 / 72卷 / 02期

关键词：

Ostrowski inequality; random variable; distribution function; expectation; Lebesgue integral; absolutely continuous function; convex function;

D O I：

10.1016/j.spl.2004.12.013

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 obtain an integral representation for the expectation which generalizes a well-known formula. As a consequence, we establish an estimate for the difference of two expectations which is optimal in a specific sense and is general enough to include as particular cases many of the Ostrowski-type inequalities existing in the literature. Other consequences concerning inequalities and stochastic orders are also discussed. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：145 / 152

页数：8

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