Title of article
Probabilistic inequalities and remarks Original Research Article
Author/Authors
G.A. Anastassiou، نويسنده , , V.G. Papanicolaou، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
5
From page
153
To page
157
Abstract
The authors use their recently proved integral inequality to obtain bounds for the covariance of two random variables
1.
in a general setup and
2.
for a class of special joint distributions.
The same inequality is also used to estimate the difference of the expectations of two random variables. Finally, the authors study the attainability of a related inequality.
Keywords
joint distribution , Multidimensional sharp integral inequality , Partial derivative , Covariance
Journal title
Applied Mathematics Letters
Serial Year
2002
Journal title
Applied Mathematics Letters
Record number
897319
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