An Inequality Related to Chebyshev's

F.W. McElroy
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F.W. McElroy: Department of Economics, Georgetown University, http://econ.georgetown.edu/

Working Papers from Georgetown University, Department of Economics

Abstract: An Inequality involving expectations of functions of a random variable is presented and shown to provide the key to the comparative statics of an important class of problems arising in Economics and Finance. The inequality in question is also shown to yield novel generalizations of the Cauchy-Schwarz, Chebyshev, and Liapunov inequalities.

Keywords: Expected Utility; Comparative Statics (search for similar items in EconPapers)
JEL-codes: D11 (search for similar items in EconPapers)
Pages: 5pp.
Date: 1999-02-01, Revised 2000-05-01
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