Abstract
This chapter consists of two sections. The first section is devoted to the standard moment and probability inequalities. They include the Hölder (Cauchy–Schwarz) inequality, referring to the expectation of the product of r.v.s; the Minkowski and the cr-inequality, referring to the expectation of the sum of r.v.s; and the Jensen inequality, concerning convex functions. The probability inequality in Theorem 6 provides both an upper and a lower bound, and the upper bound gives the Markov inequality and the Tchebichev inequality, as special cases.
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