On the Čebyšev inequality for weighted means (Q558277)
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English | On the Čebyšev inequality for weighted means |
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On the Čebyšev inequality for weighted means (English)
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5 July 2005
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For real \(n\)-tuples \(a=(a_1,\dots,a_n),b=(b_1,\dots,b_n)\) and for a weight sequence \(p=(p_1,\dots,p_n)\) with \(p_i\geq 0, P_n=\sum_{i=1}^np_i>0\) the weighted Chebyshev's functional is defined by \[ T(p;a,b)=\frac{1}{P_n}\sum_{i=1}^np_ia_ib_i -\frac{1}{P_n}\sum_{i=1}^np_ia_i\cdot\frac{1}{P_n}\sum_{i=1}^np_ib_i. \] Under various conditions lower (and some upper) bounds are given for \(T(p;a,b)\) which imply its non-positivity (and non-negativity, respectively).
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Chebyshev's inequality
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