Riv.Mat.Univ.Parma (6) 3 (2000)

MOHAMED AKKOUCHI

Inequalities for real random variables conected with Jensen's inequality and applications

Pages: 113-125
Received: 1 April 1998   
Mathematics Subject Classification (2000): 60E15 - 26A51 - 26D99 - 26D15 - 39B72


Abstract: We establish some inequalities, connected to the well known Jensen's integral inequality, for a class of sequences of integrable real random variables on a Probability space. These inequalities are valid for independent and identically distributed real random variables. The results obtained here are generalizations of those obtained by S.S. Dragomir in the discrete case. We bring also some complements to Dragomir's work. We treat examples and give some natural applications.


Home Riv.Mat.Univ.Parma