关于时刻不等式的注解

IF 0.3 4区经济学 Q4 ECONOMICS

B E Journal of Theoretical Economics Pub Date : 2023-09-21 DOI:10.2139/ssrn.3576627

Seungwon (Eugene) Jeong

引用次数: 0

摘要

摘要利用Chebyshev的和不等式，我们将E[X2]≥E2[X]推广为一个矩不等式，它具有比较E[Xr+s]和E[Xr]E[Xs]的一般矩组合。我们还提供了它的经济应用。

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A Note on a Moment Inequality

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.

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来源期刊

B E Journal of Theoretical Economics ECONOMICS-

CiteScore

0.80

自引率

25.00%

发文量

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.