Accession Number : AD0606940

Title :   BOUNDS OF THE EXPECTATION OF A CONVEX FUNCTION OF A MULTIVARIATE RANDOM VARIABLE,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Madansky,Albert

Report Date : 30 JUL 1958

Pagination or Media Count : 12

Abstract : Upper and lower bounds on the expectation of a convex function of a vector valued random variable are derived by examining the boundary of an appropriate multivariate moment space.

Descriptors :   (*FUNCTIONS(MATHEMATICS), STOCHASTIC PROCESSES), (*STATISTICAL DISTRIBUTIONS, CONVEX SETS), STATISTICAL FUNCTIONS, INEQUALITIES, DISTRIBUTION THEORY, STATISTICAL ANALYSIS, MATHEMATICAL PREDICTION

Distribution Statement : APPROVED FOR PUBLIC RELEASE