ON SOME INEQUALITIES FOR THE EXPECTATION AND VARIANCE

Authors : Zheng Liu

Pages : 54-61

View : 20 | Download : 12

Publication Date : 2015-10-01

Article Type : Research

Abstract :Some elementary inequalities for the expectation and variance of a continuous random variable whose probability density function is de ned on a nite interval are obtained by using an identity due to P. Cerone for the Chebyshev functional and some standard results from the theory of inequali- ties. Thus some mistakes in the literatures are corrected.
Keywords : random variable, expectation, variance, probability density function, Chebyshev functional