Probabilistic inequalities and remarks
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.
multidimensional sharp integral inequality
scientific article; zbMATH DE number 1781870