Jensen's inequality for distributions possessing higher moments, with application to sharp bounds for Laplace-Stieltjes transforms

B. Guljas
Mathematics Department, University of Zagreb, Bijenicka Cesta 30, 41000 Zagreb, Croatia
and
C. E. M. Pearce
Department of Applied Mathematics, The University of Adelaide, Adelaide SA 5005, Australia.
and
J. Pecaric
Faculty of Textile Technology, University of Zagreb, Pierottijeva 6, 41000 Zagreb, Croatia.

Abstract:

A new version of Jensen's inequality is established for probability distributions on the nonnegative real numbers which are characterized by moments higher than the first. We deduce some new sharp bounds for Laplace-Stieltjes transforms of such distribution functions.


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© Copyright 1998, Australian Mathematical Society
TeXAdel Scientific Publishing
26/04/2000