ON SOME INEQUALITIES FOR THE EXPECTATION AND VARIANCE
ON SOME INEQUALITIES FOR THE EXPECTATION AND VARIANCE
Some elementary inequalities for the expectation and variance of a continuous random variable whose probability density function is de ned on a nite interval are obtained by using an identity due to P. Cerone for the Chebyshev functional and some standard results from the theory of inequali- ties. Thus some mistakes in the literatures are corrected.
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- [1] P. Cerone, On an identity for the Chebychev functional and some rami cations, J. Inequal. Pure and Appl. Math., 3(1) (2002), Art. 4. (http://jipam.vu.edu.au/).
- [2] P. Cerone and S. S. Dragomir, On some inequalities arising from Montgomery's identity, J. Comput. Anal. Applics., 5(4) (2003), 341-368.