{"title":"A Note on a Moment Inequality","authors":"Seungwon (Eugene) Jeong","doi":"10.2139/ssrn.3576627","DOIUrl":null,"url":null,"abstract":"Abstract Using Chebyshev’s sum inequality, we generalize E[X2] ≥ E2[X] into a moment inequality with a general combination of moments that compares E[Xr+s] and E[X r ]E[X s ]. We also provide its economic application.","PeriodicalId":44773,"journal":{"name":"B E Journal of Theoretical Economics","volume":" ","pages":""},"PeriodicalIF":0.3000,"publicationDate":"2023-09-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"B E Journal of Theoretical Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.2139/ssrn.3576627","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"ECONOMICS","Score":null,"Total":0}
引用次数: 0
Abstract
Abstract Using Chebyshev’s sum inequality, we generalize E[X2] ≥ E2[X] into a moment inequality with a general combination of moments that compares E[Xr+s] and E[X r ]E[X s ]. We also provide its economic application.
期刊介绍：
We welcome submissions in all areas of economic theory, both applied theory and \"pure\" theory. Contributions can be either innovations in economic theory or rigorous new applications of existing theory. Pure theory papers include, but are by no means limited to, those in behavioral economics and decision theory, game theory, general equilibrium theory, and the theory of economic mechanisms. Applications could encompass, but are by no means limited to, contract theory, public finance, financial economics, industrial organization, law and economics, and labor economics.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
