A conditional version of Chebyshev’s other inequality
- 作者: Golikova N.1,2, Kruglov V.1,2
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隶属关系:
- Faculty of Physics and Mathematics
- Department of Statistics, Faculty of Computational Mathematics and Cybernetics
- 期: 卷 37, 编号 4 (2016)
- 页面: 404-408
- 栏目: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/197998
- DOI: https://doi.org/10.1134/S1995080216040077
- ID: 197998
如何引用文章
详细
Under the conditions of integrability the conditional version E(f(X)G)E(g(X)|G) ≤ E(f(X)g(X)|G) a.s. of Chebyshev’s other inequality is proved for monotonic functions f and g of the samemonotonicity, for any random variable X, and for any σ-algebra G. An improved conditional version of the Grüss inequality is also proved.
作者简介
N. Golikova
Faculty of Physics and Mathematics; Department of Statistics, Faculty of Computational Mathematics and Cybernetics
编辑信件的主要联系方式.
Email: nina.golikova@mail.ru
俄罗斯联邦, ul. Radio 10A, Moscow, 105005; Moscow, 119992
V. Kruglov
Faculty of Physics and Mathematics; Department of Statistics, Faculty of Computational Mathematics and Cybernetics
Email: nina.golikova@mail.ru
俄罗斯联邦, ul. Radio 10A, Moscow, 105005; Moscow, 119992