Chebyshev's integral inequality, also known as the covariance inequality, is an im-portant 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.
|Number of pages||7|
|Journal||Journal of Inequalities in Pure and Applied Mathematics|
|Publication status||Published - 2009|
Scopus Subject Areas
- Applied Mathematics
- Chebyshev's inequality
- Decisions under risk