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Inequalities involving moments of a continuous random variable defined over a finite interval

โœ Scribed by P. Kumar

Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
728 KB
Volume
48
Category
Article
ISSN
0898-1221

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โœฆ Synopsis

Some results based on the Korkine's identity and integral inequalities of HSlder and Griiss are obtained for the moments of a continuous random variable whose probability distribution is a convex function on the interval of real numbers. Applications of these results are considered in deriving the inequalities involving higher moments and special means and also in evaluating moments of a beta random variable.

๐Ÿ“œ SIMILAR VOLUMES

Probability and conditional moments of m
Probability and conditional moments of multivariate uniform random variables satisfying a linear inequality constraint. Probabilistic Engineering Mechanics 1992;7:65โ€“74
โœ M.P Mignolet; C.C Lin ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 39 KB

The right-hand-sides of Eqs. ( ), ( ) (of both equalities), Eqs. ( ), (28) (only of the rightmost equality), Eq. ( ) (only of the first two equalities), Eqs. (51a), ( ) and ( ) should be divided by the probability P defined by Eq. ( ). Finally, the third equality of Eq. ( ) should read: 1 P