On bounding the absolute mean value

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On bounding the absolute mean value

Author Info

Arakelian, V.
Papathanasiou, V.

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Veni Arakelian

Abstract

A well-known bound for the absolute value of the mean a function g(X) of a random variable X,E(g(X)), is . Here, we use a sharper bound of Cauchy's inequality, proved by Hovenier (J. Math. Appl. 186 (1994) 156-160), to give upper bounds for the absolute of mean value, E(g(X)). Some examples for particular distributions are also provided.

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Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 69 (2004)
Issue (Month): 4 (October)
Pages: 447-450
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Handle: RePEc:eee:stapro:v:69:y:2004:i:4:p:447-450

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