Moment Inequalities Related to One or Two Variables
Zhengyan Lin () and
Zhidong Bai ()
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Zhengyan Lin: Zhejiang University, Department of Mathematics
Zhidong Bai: Northeast Normal University, School of Mathematics and Statistics
Chapter Chapter 8 in Probability Inequalities, 2010, pp 84-96 from Springer
Abstract:
Abstract In this chapter, we shall introduce some important moment inequalities, such as Hölder, Cauchy-Schwarz and Jensen inequalities. These inequalities not only frequently used in research works, but also help to embedding random variables into some linear spaces so that many probabilistic problems can be understood and analyzed geometrically.
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-05261-3_8
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DOI: 10.1007/978-3-642-05261-3_8
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