Some complements to the Jensen and Chebyshev inequalities and a problem of W. Walter (Q2716111)

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scientific article; zbMATH DE number 1602168
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Some complements to the Jensen and Chebyshev inequalities and a problem of W. Walter
scientific article; zbMATH DE number 1602168

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    Some complements to the Jensen and Chebyshev inequalities and a problem of W. Walter (English)
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    6 June 2001
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    integral inequalities
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    Jensen inequality
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    Chebyshev inequality
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    The author gives conditions on \(F\), \(p\), and \(\Phi\) under which the inequality NEWLINE\[NEWLINE {\int_0^1 F(g(x))p(x)d\Phi(x) \over \int_0^1 p(x)d\Phi(x)} \leq F\left ( {\int_0^1 g(x)p(x) dx\over \int_0^1 (x) dx}\right) NEWLINE\]NEWLINE holds for all positive increasing functions \(g\). A simpler variant of these conditions are given in the case where \(p(x)=1\). This inequality is a converse to Jensen's inequality and from it one directly gets Chebyshev's inequality and the inequality \(\alpha \int_0^x (x-s)^{\alpha-1} g(s)^\alpha ds \leq ( \int_0^x g(s) ds) ^\alpha\) where \(\alpha \geq 1\) and \(g\) is positive and nondecreasing.
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