| Inequality for the Moment of a Function of a Random Variable |
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| 作者姓名： | 李柏年 胡舒合 |
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| 摘 要： | ＩｎｅｑｕａｌｉｔｙｆｏｒｔｈｅＭｏｍｅｎｔｏｆａＦｕｎｃｔｉｏｎｏｆａＲａｎｄｏｍＶａｒｉａｂｌｅ￥ＬｉＢａｉｎｉａｎＨｕＳｈｕｈｅ（李柏年，胡舒合）（ＡｎｈｕｉＩｎｓｔｉｔｕｔｅｏｆＦｉｎａｎｃｅａｎｄＴｒａｄｅ）（ＡｎｈｕｉＵｎｉｖｅｒｓｉｔｙ...
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Inequality for the Moment of a Function of a Random Variable |
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| Li Bainian, Hu Shuhe.Inequality for the Moment of a Function of a Random Variable[J].Chinese Quarterly Journal of Mathematics,1995(1). |
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| Authors: | Li Bainian Hu Shuhe |
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| Institution: | Li Bainian; Hu Shuhe(Anhui Institute of Finance and Trade) (Anhui University) |
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| Abstract: | Literature 1] obtained an upper bound inequality for the variance of a function of a standard normal random variable, using Hermite polynomials. In this paper we extend and improve the result of 1] and obtain an upper bound inequality for the rib absolute moment of a function of a random variable and an upper bound for the variance of a random variable function is also given. |
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| Keywords: | function of a random variable variance inequality of rth absolute moment |
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