An inequality for convex functions involving G-majorization |
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| Authors: | Ramón V León Frank Proschan |
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| Institution: | Department of Statistics, The Florida State University, Tallahassee, Florida 32306 USA |
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| Abstract: | In this paper we derive a simple inequality involving expectations of convex functions and the notion of G-majorization. The result extends a similar inequality of Marshall and Proschan (1965), J. Math. Anal. Applic. Useful applications of the more general inequality are presented. |
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