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.
- Chebyshev's inequality,
- Decisions under risk.
Available at: http://works.bepress.com/luis_fuentesgarcia/8/