Cover: Bounds on the expectation of a convex function of a multivariate random variable.

Bounds on the expectation of a convex function of a multivariate random variable.

Published 1958

by Albert Madansky

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A derivation of the upper and lower bounds on the expectation of a convex function of a vector-valued random variable by examining the boundary of an appropriate multivariate moment space. The bounds obtained are also improved.

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