A Note on a Moment Inequality

被引：0

作者：

Jeong, Seungwon ^{[1
]}

机构：

[1] Korea Adv Inst Sci & Technol, Coll Business, 291 Daehak Ro, Daejeon 34141, South Korea

来源：

B E JOURNAL OF THEORETICAL ECONOMICS | 2024年 / 24卷 / 01期

关键词：

moment inequality; Chebyshev's sum inequality; uncertainty;

D O I：

10.1515/bejte-2023-0045

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：435 / 440

页数：6

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