Bounds on the Expectation of a Convex Function of a Multivariate Random Variable

• 1 September 1959
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Mathematical Statistics
• Vol. 30  (3) , 743-746
• https://doi.org/10.1214/aoms/1177706203

Abstract

Keywords

• CONVEX FUNCTION
• STATISTICAL ANALYSIS
• STOCHASTIC PROCESSES
• INEQUALITIES
• STATISTICAL DISTRIBUTIONS
• RANDOM VARIABLE