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Refinements and distributional generalizations of Lundberg's inequality

✍ Scribed by Gordon E. Willmot


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
963 KB
Volume
15
Category
Article
ISSN
0167-6687

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On Some Refinements of Jensen's Inequali
✍ Mohammad Kazim Khan; Muhammad Hanif πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 268 KB

This paper contains a link between Probability Proportional to Size (PPS) sampling and interpolations of the classical Jensen inequality. We show that these interpolating inequalities are, in fact, special cases of the conditional Jensen inequality when applied over an appropriate probability space.