On bounding the absolute mean value

Veni Arakelian and V. Papathanasiou

Statistics & Probability Letters, 2004, vol. 69, issue 4, 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
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