Sharp mean-variance bounds for Jensen-type inequalities

DOI10.1016/0167-7152(90)90001-NzbMath0705.60017OpenAlexW2094883014MaRDI QIDQ918022

Arthur O. Pittenger

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(90)90001-n

zbMATH Keywords

convex functionJensen's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (15)

Approximations to inverse moments of double-indexed weighted sums ⋮ The inverse moment for widely orthant dependent random variables ⋮ Bernstein-type inequality for weakly dependent sequence and its applications ⋮ On asymptotic approximation of inverse moments for a class of nonnegative random variables ⋮ On inverse moments for a class of nonnegative random variables ⋮ Asymptotic approximations of random ratio model based on AANA sequences ⋮ Some recursive formulas related to inverse moments of the random variables with binomial-type distributions ⋮ A note on the inverse moments for nonnegative \(\rho\)-mixing random variables ⋮ A survey on some inequalities for expectation and variance ⋮ Exponential inequalities and inverse moment for NOD sequence ⋮ A note on asymptotic approximations of inverse moments of nonnegative random variables ⋮ On inverse moments of nonnegative random variables ⋮ Asymptotic approximation of inverse moments of nonnegative random variables ⋮ On the Structure of Reduced Kernel Lattice Bases ⋮ Unnamed Item

Cites Work

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• A Refinement of the Arithmetic Mean-Geometric Mean Inequality
• Sharp Bounds on Laplace-Stieltjes Transforms, with Applications to Various Queueing Problems
• The range of the (n + 1)th moment for distributions on [0, 1]
• Negative Moments of Positive Random Variables
• Inequalities with application in economic risk analysis

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