A general Ostrowski-type inequality

J. de la Cal and J. Cárcamo

Statistics & Probability Letters, 2005, vol. 72, issue 2, 145-152

Abstract: We obtain an integral representation for the expectation which generalizes a well-known formula. As a consequence, we establish an estimate for the difference of two expectations which is optimal in a specific sense and is general enough to include as particular cases many of the Ostrowski-type inequalities existing in the literature. Other consequences concerning inequalities and stochastic orders are also discussed.

Keywords: Ostrowski; inequality; Random; variable; Distribution; function; Expectation; Lebesgue; integral; Absolutely; continuous; function; Convex; function (search for similar items in EconPapers)
Date: 2005
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00024-6
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:72:y:2005:i:2:p:145-152

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 ().