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An Inequality Related to Chebyshev's

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Abstract

An Inequality involving expectations of functions of a random variable is presented and shown to provide the key to the comparative statics of an important class of problems arising in Economics and Finance. The inequality in question is also shown to yield novel generalizations of the Cauchy-Schwarz, Chebyshev, and Liapunov inequalities.

Suggested Citation

  • F.W. McElroy, 1999. "An Inequality Related to Chebyshev's," Working Papers gueconwpa~01-01-01, Georgetown University, Department of Economics, revised 01 May 2000.
    • Handle: RePEc:geo:guwopa:gueconwpa~01-01-01
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    Keywords

    Expected Utility; Comparative Statics;

    JEL classification:

    • D11 - Microeconomics - - Household Behavior - - - Consumer Economics: Theory

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