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Further Results on Samuelson's Inequality

In: Statistical Inference, Econometric Analysis and Matrix Algebra

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  • Richard William Farebrother

Abstract

In this paper we show that Samuelson's [11] inequality is essentially due to Gauss [6] whilst a more general result of the same type is due to Aitken [1, 2]. We also show that the adding-up constraint on the deviations from sample means implicit in Trenkler and Puntanen's [14] multivariate generalisation of Samuelson's Inequality can be regarded as a special case of a more general formulation involving a set of linear constraints on the deviations.

Suggested Citation

  • Richard William Farebrother, 2009. "Further Results on Samuelson's Inequality," Springer Books, in: Bernhard Schipp & Walter Kräer (ed.), Statistical Inference, Econometric Analysis and Matrix Algebra, pages 311-316, Springer.
    • Handle: RePEc:spr:sprchp:978-3-7908-2121-5_20
    DOI: 10.1007/978-3-7908-2121-5_20
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