Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151897 | Statistics & Probability Letters | 2014 | 5 Pages |
Abstract
In 1983 Cox and Kemperman proved that Ef(ξ)+Ef(η)≤Ef(ξ+η) for functions ff with convex second derivative and independent centered random variables ξξ and ηη. We suggest another proof, show that the minimal moment restrictions are sufficient, and write out a less restrictive condition on ff for the inequality to hold.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
P.S. Ruzankin,