Probabilistic inequalities and remarks
type: Item
instance of: scholarly article
title: Probabilistic inequalities and remarks
zbMATH Open document ID: 0999.60020
DOI: 10.1016/S0893-9659(01)00110-0
author: George A. Anastassiou
author: Vassilis G. Papanicolaou
published in: Applied Mathematics Letters
publication date: 2002-08-15T00:00:00Z
review text: Using an integral inequality proved by the authors in a recently announced article, the aim of the present mathematical note is to obtain bounds for the covariance of two random variables, both in a general setting and for a class of special joint distributions (including boundedness conditions of the random variables). The same inequality is also utilized to estimate the difference of the expectations of two random variables. Another related inequality is finally analyzed.
reviewed by: Neculai Curteanu
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 1781870
zbMATH Keywords: covariance
zbMATH Keywords: joint distribution
zbMATH Keywords: multidimensional sharp integral inequality
zbMATH Keywords: partial derivative
zbMATH Keywords: covariance estimation
MaRDI profile type: Publication
cites work: Q4815259
cites work: Q5541610
description: scientific article; zbMATH DE number 1781870