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A general Ostrowski-type inequality

Author

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  • de la Cal, J.
  • Cárcamo, J.

Abstract

We obtain an integral representation for the expectation which generalizes a well-known formula. As a consequence, we establish an estimate for the difference of two expectations which is optimal in a specific sense and is general enough to include as particular cases many of the Ostrowski-type inequalities existing in the literature. Other consequences concerning inequalities and stochastic orders are also discussed.

Suggested Citation

  • de la Cal, J. & Cárcamo, J., 2005. "A general Ostrowski-type inequality," Statistics & Probability Letters, Elsevier, vol. 72(2), pages 145-152, April.
  • Handle: RePEc:eee:stapro:v:72:y:2005:i:2:p:145-152
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    References listed on IDEAS

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    1. Hüsler, Jürg & Reiss, Rolf-Dieter, 1989. "Maxima of normal random vectors: Between independence and complete dependence," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 283-286, February.
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