An inequality for some functions of continuous random variables

MaRDI QIDQ5346798zbMATH OpenFDO

Authors Piyush Kumar Bhandari, S. K. Bissu

Publication date 29 May 2017

Full work available at URL http://journals.yu.edu.jo/jjms/Issues/Vol9No12016PDF/5.pdf

zbMATH Keywords

Cauchy-Bunyakovsky-Schwarz inequalitycharacteristic functioncontinuous-time WSS random processmoment generating functionpower spectral density

Mathematics Subject Classification ID

Inequalities involving other types of functions (26D07) Inequalities; stochastic orderings (60E15)

Recommendations

• Inequalities for variances of some functions of random variables
• Variance bounds by a generalization of the Cauchy-Schwarz inequality
• Inequalities involving moments of a continuous random variable defined over a finite interval
• An inequality for covariance with applications
• On an inequality of Chernoff

Cited in

(7)

• Fano's inequality for random variables
• An inequality involving correlations
• Some inequalities for random variables whose probability density functions are bounded using a pre-Grüss inequality
• A Probabilistic Inequality Related to Negative Definite Functions
• scientific article; zbMATH DE number 5897000 (Why is no real title available?)
• The mean inequality of random variables
• New bounds for the variation of mean-square-continuous wide-sense-stationary processes

This page was built for publication: An inequality for some functions of continuous random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5346798)