On some covariance inequalities for monotonic and non-monotonic functions

Martin Egozcue*, Luis Fuentes Garcia, Wing Keung WONG

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    24 Citations (Scopus)

    Abstract

    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.

    Original languageEnglish
    Pages (from-to)1-7
    Number of pages7
    JournalJournal of Inequalities in Pure and Applied Mathematics
    Volume10
    Issue number3
    Publication statusPublished - 2009

    Scopus Subject Areas

    • Mathematics(all)
    • Applied Mathematics

    User-Defined Keywords

    • Chebyshev's inequality
    • Covariance
    • Decisions under risk

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