Abstract
Two sharp lower bounds for the expectation of a function of a non-negative random variable are obtained under rather weak hypotheses regarding the function, thus generalizing two sharp upper bounds obtained by Brook for the moment generating function. The application of these bounds to economic risk analysis is discussed.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
10 articles.
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