A Note on a Moment Inequality

Jeong Seungwon (Eugene) ()
Additional contact information
Jeong Seungwon (Eugene): College of Business, KAIST, 291 Daehak-ro, Yuseong-gu, Daejeon, 34141, Republic of Korea

The B.E. Journal of Theoretical Economics, 2024, vol. 24, issue 1, 435-440

Abstract: Using Chebyshev’s sum inequality, we generalize E[X 2] ≥ E 2[X] into a moment inequality with a general combination of moments that compares E[X r+s ] and E[X r ]E[X s ]. We also provide its economic application.

Keywords: moment inequality; Chebyshev’s sum inequality; uncertainty (search for similar items in EconPapers)
JEL-codes: C02 D44 D81 H57 (search for similar items in EconPapers)
Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/bejte-2023-0045 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

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:bpj:bejtec:v:24:y:2024:i:1:p:435-440:n:2

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/bejte/html

DOI: 10.1515/bejte-2023-0045

Access Statistics for this article

The B.E. Journal of Theoretical Economics is currently edited by Burkhard C. Schipper

More articles in The B.E. Journal of Theoretical Economics from De Gruyter
Bibliographic data for series maintained by Peter Golla ().