A Note on a Moment Inequality
Using Chebyshev's sum inequality, we generalize E[X-2] >= E-2 [X] into a moment inequality with a general combination of moments that compares E[Xr+s] and E[X-r]E[X-s]. We also provide its economic application.
- Publisher
- WALTER DE GRUYTER GMBH
- Issue Date
- 2024-01
- Language
- English
- Article Type
- Article; Early Access
- Citation
B E JOURNAL OF THEORETICAL ECONOMICS, v.24, no.1, pp.435 - 440
- ISSN
- 2194-6124
- Appears in Collection
- MG-Journal Papers(저널논문)
- Files in This Item
- There are no files associated with this item.
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