Abstract

Abstract Using Chebyshev’s sum inequality, we generalize E[X 2] ≥ E 2[X] into a moment inequality with a general combination of moments that compares E[X r+s ] and E[X r ]E[X s ]. We also provide its economic application.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call