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Moment Inequalities Related to One or Two Variables

In: Probability Inequalities

Author

Listed:
  • Zhengyan Lin

    (Zhejiang University, Department of Mathematics)

  • Zhidong Bai

    (Northeast Normal University, School of Mathematics and Statistics
    National University of Singapore, Department of Statistics and Applied Probabilty)

Abstract

In this chapter, we shall introduce some important moment inequalities, such as Hölder, Cauchy-Schwarz and Jensen inequalities. These inequalities not only frequently used in research works, but also help to embedding random variables into some linear spaces so that many probabilistic problems can be understood and analyzed geometrically.

Suggested Citation

  • Zhengyan Lin & Zhidong Bai, 2010. "Moment Inequalities Related to One or Two Variables," Springer Books, in: Probability Inequalities, chapter 0, pages 84-96, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-05261-3_8
    DOI: 10.1007/978-3-642-05261-3_8
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