Sharp mean-variance bounds for Jensen-type inequalities

A. O. Pittenger

Statistics & Probability Letters, 1990, vol. 10, issue 2, 91-94

Abstract: We give a short proof of a Jensen-type inequality involving the mean and variance of random variables and valid for a class of functions having a convexity-like property. A number of applications are presented which illustrate the applicability of the result.

Keywords: Moment; inequalities; Jensen's; inequality (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(90)90001-N
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: https://EconPapers.repec.org/RePEc:eee:stapro:v:10:y:1990:i:2:p:91-94

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 currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().