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.