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Sharp mean-variance bounds for Jensen-type inequalities

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  • Pittenger, A. O.

Abstract

We give a short proof of a Jensen-type inequality involving the mean and variance of random variables and valid for a class of functions having a convexity-like property. A number of applications are presented which illustrate the applicability of the result.

Suggested Citation

  • Pittenger, A. O., 1990. "Sharp mean-variance bounds for Jensen-type inequalities," Statistics & Probability Letters, Elsevier, vol. 10(2), pages 91-94, July.
    • Handle: RePEc:eee:stapro:v:10:y:1990:i:2:p:91-94
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    Cited by:

    1. Wang, Xuejun & Hu, Shuhe & Yang, Wenzhi & Ling, Nengxiang, 2010. "Exponential inequalities and inverse moment for NOD sequence," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 452-461, March.
    2. Garcia, Nancy Lopes & Palacios, José Luis, 2001. "On inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 53(3), pages 235-239, June.
    3. Christian Ewerhart & Julia Lareida, 2018. "Voluntary disclosure in asymmetric contests," ECON - Working Papers 279, Department of Economics - University of Zurich, revised Jul 2023.
    4. Wu, Tiee-Jian & Shi, Xiaoping & Miao, Baiqi, 2009. "Asymptotic approximation of inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 79(11), pages 1366-1371, June.
    5. Cribari-Neto, Francisco & Garcia, Nancy Lopes & Vasconcellos, Klaus L. P., 2000. "A Note on Inverse Moments of Binomial Variates," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 20(2), November.
    6. Shi, Xiaoping & Wu, Yuehua & Liu, Yu, 2010. "A note on asymptotic approximations of inverse moments of nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 80(15-16), pages 1260-1264, August.
    7. Zhao, Feng-Zhen, 2012. "Some recursive formulas related to inverse moments of the random variables with binomial-type distributions," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1290-1296.
    8. Karen Aardal & Frederik von Heymann, 2014. "On the Structure of Reduced Kernel Lattice Bases," Mathematics of Operations Research, INFORMS, vol. 39(3), pages 823-840, August.

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