Several Colorful Inequalities
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Statistics and Probability
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Olkin, Ingram
Shepp, Larry A
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Abstract
For a positive random variable X, let μα(X) be the αth moment of X. Mark Brown proves that for positive and independent random variables X, Y, F(X + Y) ≥ F(X) + F(Y), where F (X) is the ratio μ-1 over μ-2. We prove this inequality and several generalizations by a method which can be used to prove the Schwarz inequality, but which is not widely appreciated.
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2006-11-01
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The American Mathematical Monthly