An inequality for covariance with applications

Journal of inequalities and applications

Zhefei He¹ 

关键词: Čebyšev inequality;    random variable;    expectation;    variance;    covariance;    60E15;    26D15;    26D10;   

DOI  :  10.1186/s13660-015-0942-7

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

The present paper establishes a new inequality for the covariance of a random variable, which involves functions with bounded derivatives. Some Chebyshev type integral inequalities are given as applications of the new inequality.

【 授权许可】

CC BY