New (Probabilistic) Derivation of Diaz-Metcalf and Pólya-Szegő Inequalities and Consequences
Download
Download
DownloadExport
Pogány, Tibor K (2004) New (Probabilistic) Derivation of Diaz-Metcalf and Pólya-Szegő Inequalities and Consequences. Research report collection, 7 (1).
Abstract
Classical inequalities of Diaz - Metcalf and Pólya - Szegő are generalized to probabilistic setting which covers the initial deterministic (both discrete and integral) variants. From these two inequalities, by the probabilistic derivation method further well - known inequalities are obtained (that ones by Kantorovich, Rennie and Schweitzer).
| Item type | Article |
| URI | https://vuir.vu.edu.au/id/eprint/17148 |
| Subjects | Historical > FOR Classification > 0101 Pure Mathematics Historical > FOR Classification > 0104 Statistics Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA) |
| Keywords | almost surely bounded random variable, Diaz-Metcalf inequality, discrete inequality, integral inequality, Kantorovich inequality, mathematical expectation, Polya-Szego inequality, Rennie inequality, Schweitzer inequality |
| Download/View statistics | View download statistics for this item |
CORE (COnnecting REpositories)