Second and third order moment inequalities for probability distributions

被引:1
|
作者
Simic, S. [1 ]
机构
[1] Math Inst SANU, Kneza Mihaila 36, Belgrade 11000, Serbia
关键词
moment inequality; Jensen's inequality; positive semi-definite form; relative divergence;
D O I
10.1007/s10474-018-0848-1
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We give refinements of some convex and log-convex moment inequalities. We derive second and third order inequalities using a special kind of algebraic positive semi-definite forms. An open problem concerning an eight parameter refinement of the third order is also stated. We suggest some applications of our results in information theory concerning relative divergence of type s and in theory of means.
引用
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页码:518 / 532
页数:15
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