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.
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页码：435 / 440
页数：6
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