Probabilistic inequalities and remarks


The authors use their recently proved integral inequality to obtain bounds for the covariance of two random variables (a) in a general setup and (b) for a class of special joint distributions. The same inequality is also used to estimate the difference of the expectations of two random variables. Finally, the authors study the attainability of a related inequality. © 2002 Elsevier Science Ltd. All rights reserved.

Publication Title

Applied Mathematics Letters