On a probability inequality of van Dam

Journal of inequalities and applications

Zi-zong Yan¹ 

关键词: probability inequality;    random variable;    van Dam’s inequality;    26E60;   

DOI  :  10.1186/s13660-015-0652-1

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

This note derives an interesting probability inequality between the expectation of a conditional variance and the variance of a conditional expectation for a function of two independent random variables. In the special case of finite discrete random variables, the inequality coincides with an inequality by Feng and Tonge (2000), which extends a result by van Dam (1998).

【 授权许可】

CC BY