JENSENS INEQUALITY FOR DISTRIBUTIONS POSSESSING HIGHER MOMENTS, WITH APPLICATION TO SHARP BOUNDS FOR LAPLACE-STIELTJES TRANSFORMS

Authors
GULJAS B PEARCE CEM PECARIC J
Citation
B. Guljas et al., JENSENS INEQUALITY FOR DISTRIBUTIONS POSSESSING HIGHER MOMENTS, WITH APPLICATION TO SHARP BOUNDS FOR LAPLACE-STIELTJES TRANSFORMS, Journal of the Australian Mathematical Society. Series B. Applied mathematics, 40, 1998, pp. 80-85
Citations number
8
Categorie Soggetti
Mathematics,Mathematics
Journal title
Journal of the Australian Mathematical Society. Series B. Applied mathematics → ACNP
ISSN journal
03342700
Volume
40
Year of publication
1998
Part
1
Pages
80 - 85
Database
ISI
SICI code
0334-2700(1998)40:<80:JIFDPH>2.0.ZU;2-M
Abstract
A new version of Jensen's inequality is established for probability di stributions on the nonnegative real numbers which are characterized by moments higher than the first. We deduce some new sharp bounds for La place-Stieltjes transforms of such distribution functions.