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A Note on a Moment Inequality.
- Source :
- B.E. Journal of Theoretical Economics; Jan2024, Vol. 24 Issue 1, p435-440, 6p
- Publication Year :
- 2024
-
Abstract
- Using Chebyshev's sum inequality, we generalize E[X<superscript>2</superscript>] ≥ E<superscript>2</superscript>[X] into a moment inequality with a general combination of moments that compares E[X<superscript>r+s</superscript>] and E[X<superscript>r</superscript>]E[X<superscript>s</superscript>]. We also provide its economic application. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- Volume :
- 24
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- B.E. Journal of Theoretical Economics
- Publication Type :
- Academic Journal
- Accession number :
- 175020018
- Full Text :
- https://doi.org/10.1515/bejte-2023-0045