| Authors: | Simić, Slavko | Affiliations: | Mathematical Institute of the Serbian Academy of Sciences and Arts | Title: | On a moment inequality for laws on (- ∞, + ∞) | Journal: | Statistics and Probability Letters | Volume: | 79 | Issue: | 22 | First page: | 2334 | Last page: | 2337 | Issue Date: | 15-Nov-2009 | Rank: | M23 | ISSN: | 0167-7152 | DOI: | 10.1016/j.spl.2009.08.003 | Abstract: | We give a positive solution to the conjectured moment inequality for probability distributions with support on R. A considerable improvement of the classical Jensen's inequality follows. |
Publisher: | Elsevier |
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