Abstract
This paper is concerned with the mappingT * which is a generalization of the relative conditional expectation. It has been introduced by E.J.G. Pitman (1979,Some Basic Theory for Statistical Inference, Chapman and Hall). First we extend the definition of the mappingT * and describe its fundamental properties. Moreover, we establish inequalities for convex functions with respect toT *. The mappingT * is very useful in analysing quantities associated with the distribution of a statisticT. The application of the mappingT * to statistics is another interest of this paper.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Annals of the Institute of Statistical Mathematics
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.