A generalization of Markov's inequality

Markov's inequality for nonnegative random variables is extended to sums of the form [summation operator]aiP(ti[less-than-or-equals, slant]X<ti+1).

Year of publication:	2001
Authors:	Eisenberg, Bennett ; Ghosh, B. K.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 53.2001, 1, p. 59-65
Publisher:	Elsevier
Subject:	Markov's inequality Chebyshev's inequality

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138368