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On some Covariance Inequalities for Monotonic and Non-monotonic Functions  
 
  Authors: Martin Egozcue, Luis Fuentes Garcia, Wing-Keung Wong,  
  Keywords: Covariance, Chebyshev's inequality, Decisions under risk.  
  Date Received: 16/06/2009  
  Date Accepted: 21/09/2009  
  Subject Codes:

62H20, 60E05.

 
  Editors: Sever S. Dragomir,  
 
  Abstract:

Chebyshev's integral inequality, also known as the covariance inequality, is an important problem in economics, finance, and decision making. In this paper we derive some covariance inequalities for monotonic and non-monotonic functions. The results developed in our paper could be useful in many applications in economics, finance, and decision making.;



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