News

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 ...
Albert Madansky, Bounds on the Expectation of a Convex Function of a Multivariate Random Variable, The Annals of Mathematical Statistics, Vol. 30, No. 3 (Sep., 1959), pp. 743-746 ...