On bounding the absolute mean value
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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Volume (Year): 69 (2004)
Issue (Month): 4 (October)
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- Cacoullos, T. & Papathanasiou, V., 1989. "Characterizations of distributions by variance bounds," Statistics & Probability Letters, Elsevier, vol. 7(5), pages 351-356, April.
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