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On some covariance inequalities for monotonic and non-monotonic functions
Journal of Inequalities in Pure and Applied Mathematics (2009)
  • Martin Egozcue
  • Luis Fuentes García
  • Wing Keung Wong
Abstract

Chebyshev's integral inequality, also known as the covariance inequality, is an important problem in economics, finance, and decision making. In this paper we derive some covariance inequalities for monotonic and non-monotonic functions. The results developed in our paper could be useful in many applications in economics, finance, and decision making.

Keywords
  • Covariance,
  • Chebyshev's inequality,
  • Decisions under risk.
Publication Date
September 21, 2009
Publisher Statement
http://www.emis.de/journals/JIPAM/article1131.html?sid=1131
Citation Information
Martin Egozcue, Luis Fuentes García and Wing Keung Wong. "On some covariance inequalities for monotonic and non-monotonic functions" Journal of Inequalities in Pure and Applied Mathematics Vol. 10 Iss. 3 (2009)
Available at: http://works.bepress.com/luis_fuentesgarcia/8/