Addresses the topics of probability, random variables, discrete and continuous densities, expectation and variance, special distributions (binomial, Poisson, normal, etc.), moment generating functions ...

This paper is concerned with the determination of tight lower and upper bounds on the expectation of a convex function of a random variable. The classic bounds are those of Jensen and ...

Jensen gave a lower bound to Eρ (T), where ρ is a convex function of the random vector T. Madansky has obtained an upper bound via the theory of moment spaces of multivariate distributions. In ...