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Jensen's inequality for distributions possessing higher moments, with application to sharp bounds for Laplace-Stieltjes transforms

Published online by Cambridge University Press:  17 February 2009

B. Guljaš ,
C. E. M. Pearce  and
J. Pečarić
B. Guljaš
Affiliation:
Mathematics Department, University of Zagreb, Bijenička Cesta 30, 41000 Zagreb, Croatia
C. E. M. Pearce
Affiliation:
Department of Applied Mathematics, The University of Adelaide, Adelaide SA 5005, Australia.
J. Pečarić
Affiliation:
Faculty of Textile Technology, University of Zagreb, Pierottijeva 6, 41000 Zagreb, Croatia.
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Abstract

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A new version of Jensen's inequality is established for probability distributions on the non-negative real numbers which are characterized by moments higher than the first. We deduce some new sharp bounds for Laplace-Stieltjes transforms of such distribution functions.

Type
Research Article
Information
The ANZIAM Journal , Volume 40 , Issue 1 , July 1998 , pp. 80 - 85
Copyright
Copyright © Australian Mathematical Society 1998

References

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