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On bounding the absolute mean value

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  • Arakelian, V.
  • Papathanasiou, V.

Abstract

A well-known bound for the absolute value of the mean a function g(X) of a random variable X,E(g(X)), is . Here, we use a sharper bound of Cauchy's inequality, proved by Hovenier (J. Math. Appl. 186 (1994) 156-160), to give upper bounds for the absolute of mean value, E(g(X)). Some examples for particular distributions are also provided.

Suggested Citation

  • Arakelian, V. & Papathanasiou, V., 2004. "On bounding the absolute mean value," Statistics & Probability Letters, Elsevier, vol. 69(4), pages 447-450, October.
    • Handle: RePEc:eee:stapro:v:69:y:2004:i:4:p:447-450
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    References listed on IDEAS

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    1. Cacoullos, T. & Papathanasiou, V., 1989. "Characterizations of distributions by variance bounds," Statistics & Probability Letters, Elsevier, vol. 7(5), pages 351-356, April.
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    Keywords

    Cauchy inequality Truncated moments;

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