Probabilistic inequalities and remarks |
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| Institution: | Department of Mathematical Sciences The University of Memphis Memphis, TN 38152, U.S.A.;Department of Mathematics and Statistics Wichita State University Wichita, KS 67260-0033, U.S.A. |
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| Abstract: | The authors use their recently proved integral inequality to obtain bounds for the covariance of two random variables - 1.in a general setup and
- 2.for a class of special joint distributions.
The same inequality is also used to estimate the difference of the expectations of two random variables. Finally, the authors study the attainability of a related inequality. |
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