On bounding the absolute mean value

Veni Arakelian and V. Papathanasiou

Statistics & Probability Letters, 2004, vol. 69, issue 4, pages 447-450

Abstract: A well-known bound for the absolute value of the mean a function g(X) of a random variable X,E(g(X)), is . Here, we use a sharper bound of Cauchy's inequality, proved by Hovenier (J. Math. Appl. 186 (1994) 156-160), to give upper bounds for the absolute of mean value, E(g(X)). Some examples for particular distributions are also provided.

Keywords: Cauchy; inequality; Truncated; moments (search for similar items in EconPapers)
Date: 2004

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6V1D ... c3ffdb1b789e6d4cdbf9
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:stapro:v:69:y:2004:i:4:p:447-450

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Series data maintained by Heidi Boesdal ().