Probabilistic inequalities and remarks
نویسندگان
چکیده
The authors use their recently proved integral inequality to obtain bounds for the covariance of two random variables (a) in a general setup and (b) for a class of special joint distributions. The same inequality is also used to estimate the difference of the expectations of two random variables. Finally, the authors study the attainability of a related inequality. @ 2002 Elsevier Science Ltd. All rights reserved. Keywords+ovariance, Joint distribution, Multidimensional sharp integral inequality, Partial derivative.
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عنوان ژورنال:
- Appl. Math. Lett.
دوره 15 شماره
صفحات -
تاریخ انتشار 2002