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VARIANCE OF A RANDOM VARIABLE DEFINED ON A FINITE INTERVAL

N.S. BARNETT, P. CERONE, AND S.S. DRAGOMIR

Abstract. Some new elementary inequalities for the expectation and the vari-ance of a continuous random variable defined on a finite interval are given.

1. Introduction

LetX be a continuous random variable having the probability density function f : [a, b](0,) and the cumulative distribution functionF : [a, b][0,1].

In a recent paper [10], the authors pointed out a number of inequalities for the expectation,E(X) and the variance,σ2(X) from which we cite only the following:

0≤σ2(X)[bE(X)] [E(X)a] 1

4(b−a)

2

; (1.1)

0 [b−E(X)] [E(X)−a]−σ2(X) (1.2)

            

(b−a)3 6 kfk∞

[B(q+ 1, q+ 1)]1q(ba)2+1qkfk p,

provided f ∈Lp[a, b], p >1, 1p+1q = 1;

whereB(·,·) is Euler’s Beta function, i.e., we recall it

B(α, β) :=

Z 1

0

tα−1(1−t)β−1dt, α, β >−1.

Moreover, ifm≤f ≤M a.e. on [a, b], then m(b−a)3

6 [b−E(X)] [E(X)−a]−σ

2(X)

M(b−a)

3

6 (1.3)

and

Œ Œ Œ Œ

Œ[b−E(X)] [E(X)−a]−σ 2(X)

(b−a)

3

6

Œ Œ Œ Œ Œ

5 (b−a)3(M −m)

60 .

(1.4)

In this current paper, we point out some additional results.

Date: January 18, 2000.

1991Mathematics Subject Classification. Primary 26D15; Secondary 65Xxx.

Key words and phrases. Expectation, Variance, Analytic Inequalities.

(2)

2. The Results

Lemma 1. Let X be a continuous random variable having the cumulative distri-bution function F : [a, b][0,1]. Then,

σ2(X) = (b−E(X)) (E(X)−a) (2.1)

+ 1 b−a

Z b

a Z b

a

(t−τ) (F(τ)−F(t))dτ dt.

Proof. Using integration by parts, we have

σ2(X) =

Z b

a

(t−E(X))2dF(t) (2.2)

= (t−E(X))2F(t)

Œ Œ Œ Œ b

a

2

Z b

a

(t−E(X))F(t)dt

= (b−E(X))22

Z b

a

(t−E(X))F(t)dt.

Further, using Korkine’s identity,

1 b−a

Z b

a

h(t)g(t)dt = 1 b−a

Z b

a

h(t)dt·b 1 −a

Z b

a

g(t)dt

+ 1

2 (b−a)2

Z b

a Z b

a

(h(t)−h(τ)) (g(t)−g(τ))dτ dt,

we have

Z b

a

(t−E(X))F(t)dt (2.3)

= 1

b−a

Z b

a

(t−E(X))dt

Z b

a

F(t)dt

+ 1

2 (b−a)

Z b

a Z b

a

(t−τ) (F(t)−F(τ))dτ dt.

Since,

Z b

a

(t−E(X))dt = (b−E(X))

2

(E(X)−a)2 2

= (b−a)

’

b+a

2 −E(X)

“

and

Z b

a

(3)

then, by (2.2) and (2.3),

σ2(X) = (b−E(X))22

”

b+a−2E(X)

2 ·(b−E(X))

+ 1

2 (b−a)

Z b

a Z b

a

(t−τ) (F(t)−F(τ))dτ dt

#

= (b−E(X))2(b+a−2E(X)) (b−E(X))

b 1 −a

Z b

a Z b

a

(t−τ) (F(t)−F(τ))dτ dt

= (b−E(X)) (E(X)−a)− 1 b−a

Z b

a Z b

a

(t−τ) (F(t)−F(τ))dτ dt

and the lemma is proved.

Remark 1. Since the mapping F is monotonic nondecreasing on [a, b], then

(t−τ) (F(τ)−F(t))0 for all t, τ [a, b] ; (2.4)

which implies that

σ2(X)[b−E(X)] [E(X)−a], (2.5)

an inequality that was proved in [10]and[11] using two different methods.

The inequality (2.5) can be improved as follows. Theorem 1. With the assumptions in Lemma 1,

(b−E(X)) (E(X)−a)−σ2(X) (2.6)

2

Œ Œ Œ Œ Œ

Z b

a |

t|F(t)dt−b 1

−a(b−E(X))

Z b

a |

t|dt

Œ Œ Œ Œ Œ0.

Proof. In [12], S.S. Dragomir proved the following refinement of Chebychev’s in-equality

T(h, g)max{|T(h,|g|)|,|T(|h|, g)|,|T(|h|,|g|)|} ≥0, (2.7)

provided (h, g) are synchronous on [a, b], i.e.,

(h(t)−h(τ)) (g(t)−g(τ))0 for all t, τ [a, b] and

T(h, g) := 1 b−a

Z b

a

h(t)g(t)dt−b 1 −a

Z b

a

h(t)dt·b 1 −a

Z b

a

g(t)dt.

If we defineh(t) =t,t∈[a, b], then from (2.1)

T(h, F) = 1 b−a

Z b

a Z b

a

(t−τ) (F(t)−F(τ))dτ dt

= 1

b−a

‚

(4)

Now, from (2.7),

T(|h|, F) = 1 b−a

Z b

a Z b

a |

t|F(t)dt− 1 (b−a)2

Z b

a |

t|dt

Z b

a

F(t)dt,

T(h,|F|) = T(h, F), T(|h|,|F|) = T(|h|, F). Using the result (2.7), we get (2.6).

Remark 2. If a ≤b 0 or 0 ≤a≤b, then the first inequality in (2.6) becomes an identity and is of no special interest.

If a <0< b, however, then,

Z b

a |

t|F(t)dt =

Z 0

a

tF(t)dt+

Z b

0

tF(t)dt;

1 b−a

Z b

a |

t|dt = 1 b−a

"

Z 0

a

tdt+

Z b

0

tdt

#

= 1

b−a

”

a2+b2

2

•

and by (2.6), we get

(b−E(X)) (E(X)−a)−σ2(X) (2.8)

2

Œ Œ Œ Œ Œ

Z b

0

tF(t)dt−

Z 0

a

tF(t)dt− a

2+b2

2 (b−a)(b−E(X))

Œ Œ Œ Œ Œ0.

Assume thatf,f : [a, b](0,) is the p.d.f. ofX, then the following theorem holds.

Theorem 2. With the assumptions in Lemma 1,

0 (b−E(X)) (E(X)−a)−σ2(X) (2.9)

              

(b−a)3

6 kfk∞ if f ∈L∞[a, b] ;

2q2(b

−a)2+ 1qkfk p

(2q+1)(3q+1) if f ∈Lp[a, b], p >1, 1 p +

1 q = 1; (b−a)2

3 ;

wherek·kp (p1)on the usual Lebesgue norm.

Proof. Using (2.1),

0 (b−E(X)) (E(X)−a)−σ2(X) (2.10)

= 1

b−a

Z b

a Z b

a

(t−τ)

’Z t

τ

f(u)du

“

dtdτ.

By the modulus property, we have

0 (b−E(X)) (E(X)−a)−σ2(X) (2.11)

= 1

b−a

Œ Œ Œ Œ Œ

Z b

a Z b

a

(t−τ)

’Z t

τ

f(u)du

“

dtdτ

Œ Œ Œ Œ Œ

1 b−a

Z b

a Z b

a |

t−τ|

Œ Œ Œ Œ

Z t

τ

f(u)du

Œ Œ Œ

(5)

Iff ∈L[a, b], then we can write,

Œ Œ Œ Œ

Z t

τ

f(u)du

Œ Œ Œ

Œ≤ |t−τ| kfk∞ for allt, τ∈[a, b], and so

M 1

b−a

Z b

a Z b

a |

t−τ| |t−τ| kfk∞dtdτ

= kfk∞ b−a

Z b

a Z b

a

(t−τ)2dtdτ =kfk∞(b−a)

3

6 .

For the second part, we apply H¨older’s integral inequality to write:

Œ Œ Œ Œ

Z t

τ

f(u)du

Œ Œ Œ

Œ

Œ Œ Œ Œ

Z t

τ

du

Œ Œ Œ Œ 1 qŒŒ

Œ Œ

Z t

τ

fp(u)du Œ Œ Œ Œ 1 p

≤ |t−τ|1q  Z b

a

fp(u)du !1

p

= |t−τ|1q kfk p,

wherep >1, 1 p+

1 q = 1.

In addition,

M b 1 −a

Z b

a Z b

a |

t−τ| |t−τ|1q kfk pdtdτ

= kfkp b−a

Z b

a "Z t

a

(t−τ)1+1q + Z b

t

−t)1+q1 #

dt

= kfkp b−a

Z b

a  (t−a)

2+1

q + (bt)2+ 1 q 

2 +1q‘

dt= 2kfkp(b−a)

2+1 q 

2 + 1q‘ 3 +1q‘ and the second inequality in (2.9) is proved.

Finally,

M b 1 −a

Z b

a Z b

a |

t−τ|

 Z b

a

f(u)du

!

dtdτ

= 1

b−a

Z b

a "

(t−a)2+ (b−t)2 2

#

dt

= 1

2 (b−a)

"

(b−a)3

3 +

(b−a)3 3

#

= (b−a)

2

3 ,

and the theorem is completely proved.

Using the Cauchy-Buniakowsky-Schwartz inequality, we have the following in-equality.

Theorem 3. If X andF are as in Lemma 1, then,

0 (b−E(X)) (E(X)−a)−σ2(X)

(2.12)

(b−a)

2

3

h

(b−a)kFk22(b−E(X)) 2i12

(b−a)

3

(6)

Proof. Using the Cauchy-Buniakowsky-Schwartz integral inequality for double in-tegrals,

Œ Œ Œ Œ Œ

Z b

a Z b

a

(t−τ) (F(τ)−F(t))dtdτ

Œ Œ Œ Œ Œ

(2.13)

 Z b

a Z b

a

(t−τ)2dtdτ

!1 2 Z b

a Z b

a

(F(t)−F(τ))2dtdτ

!1 2

.

However,

Z b

a Z b

a

(t−τ)2dtdτ = (b−a)

4

6 ,

Z b

a Z b

a

(F(τ)−F(t))2dtdτ = 2

 (b−a)

Z b

a

F2(t)dt−

 Z b

a

F(t)dt

!2 

= 2h(b−a)kFk22(b−E(X)) 2i

and, by (2.13),

Œ Œ Œ Œ Œ

Z b

a Z b

a

(t−τ) (F(τ)−F(t))dτ dt

Œ Œ Œ Œ Œ

(b−a)2

3

h

(b−a)kFk22(b−E(X)) 2i

1 2

and the first inequality in (2.12) is proved.

To prove the last part of (2.12), we use the following Gr¨uss type inequality:

1 b−a

Z b

a

g2(t)dt−

 

1 b−a

Z b

a

g(t)dt

!2

14−γ)2, (2.14)

provided thatg∈L2(a, b) andγ≤g(t)≤φa.e. fort∈(a, b).

From (2.14),

(b−a)

Z b

a

F2(t)dt−

 Z b

a

F(t)dt

!2

14(b−a)2

since

sup

t∈[a,b]

F(t) = 1 and inf

t∈[a,b]F(t) = 0.

If it is assumed that the mappingf is convex on [a, b], then the following result can be obtained.

Theorem 4. Assume that the p.d.f., f : [a, b](0,)is convex. Then we have the inequality

1 b−a

Z b

a Z b

a

(t−τ)2f

’

t+τ 2

“

dτ dt (2.15)

[b−E(X)] [E(X)−a]−σ2(X)

(b−a)

2

3 +σ

(7)

Proof. Using the Hermite-Hadamard inequality,

f

’

t+τ 2

“

Rτ

t f(u)du

τ−t

f(t) +f(τ) 2 (2.16)

for allt, τ∈[a, b], t6=τ, we have

(t−τ)2f

’

t+τ 2

“

(t−τ) (F(t)−F(τ)) f(t) +f(τ) 2 (t−τ)

2

(2.17)

for allt, τ∈[a, b].

Integrating (2.17) on [a, b]2 and using the representation (2.1), gives:-1

b−a

Z b

a Z b

a

(t−τ)2f

’

t+τ 2

“

dtdτ (2.18)

b 1 −a

Z b

a Z b

a

(t−τ) (F(t)−F(τ))dtdτ

= [b−E(X)] [E(X)−a]−σ2(X)

b 1 −a

Z b

a Z b

a

f(t) +f(τ) 2 (t−τ)

2

dtdτ .

Now

Z b

a Z b

a

(t−τ)2

”

f(t) +f(τ) 2

•

dtdτ (2.19)

=

Z b

a Z b

a

(t−τ)2f(t)dτ dt=

Z b

a "Z b

a

(t−τ)2

#

f(t)dt

=

Z b

a "

(b−t)3+ (t−a)3 3

#

f(t)dt

= (b−a) 3

Z b

a h

(b−t)2(b−t) (t−a) + (t−a)2if(t)dt

= b−a 3

Z b

a h

(b−a)23 (b−t) (t−a)if(t)dt

= (b−a)

3

3 (b−a)

Z b

a

(b−t) (t−a)f(t)dt

= (b−a)

3

3 + (b−a)

‚

σ2(X)(b−E(X)) (E(X)−a)ƒ

on using an identity (see [10]).

Hence, from (2.19) and the above working, 1

b−a

Z b

a Z b

a

(t−τ)2

”

f(t) +f(τ) 2

•

dtdτ

= (b−a)

2

3 +

‚

σ2(X)(b−E(X)) (E(X)−a)ƒ,

(8)

Remark 3. The second inequality in (2.15) is equivalent

to:-[b−E(X)] [E(X)−a]≤σ2(X) +1 6(b−a)

2

. (2.20)

Remark 4. For b−a < 1

3, then the result of Theorem 5 is better than that of

Theorem 4. For b−a > 1

3, the opposite applies. It must be remembered that

Theorem 4 relies on f being convex whereas Theorem 3 does not.

The following representation for the absolutely continuous p.d.f.,f : [a, b]→R holds.

Lemma 2. Let X be a random variable having the p.d.f.,f : [a, b]→Rabsolutely continuous on [a, b]. Then we have

σ2(X) = (b−E(X)) (E(X)−a)−(b−a)

2

6 (2.21)

+ 1

2 (b−a)

Z b

a Z b

a

(t−τ)

’Z t

τ ’

u−t+τ 2

“

f0(u)du

“

dtdτ .

Proof. We use the following identity which holds for the absolutely continuous mappingg: [a, b]→R

Z b

a

g(u)du=g(a) +g(b)

2 (b−a)−

Z b

a ’

u−a+2 b

“

g0(u)du, (2.22)

can be easily proven by using the integration by parts formula. We know that

(E(X)−a) (b−E(X))−σ2(X)

(2.23)

= 1

b−a

Z b

a Z b

a

(t−τ)

Z t

τ

f(u)du dtdτ

= 1

b−a

Z b

a Z b

a

(t−τ)

”

f(t) +f(τ)

2 (t−τ)−

Z t

τ ’

u−t+τ 2

“

f0(u)du

•

dtdτ

= 1

b−a

Z b

a Z b

a

(t−τ)2

’f(t) +f(τ)

2

“

dtdτ

b 1 −a

Z b

a Z b

a

(t−τ)

’Z t

τ ’

u−t+2τ

“

f0(u)du

“

dtdτ .

However, observe that (see the proof of Theorem 4)

L : = 1

b−a

Z b

a Z b

a

(t−τ)2

’

f(t) +f(τ) 2

“

dtdτ

σ2(X) +1 3

h

(E(X)−b)2(E(X)−a) (b−E(X)) + (E(X)−a)2i. Using (2.23), we have

(E(X)−a) (b−E(X))−σ2(X) = σ2(X) +1

3

h

(E(X)−b)2(E(X)−a) (b−E(X)) + (E(X)−a)2i

1 b−a

Z b

a Z b

a

(t−τ)

’Z t

τ ’

u−t+τ 2

“

f0(u)du

“

dtdτ ,

(9)

Using Lemma 2, we are able to obtain the following bounds.

Theorem 5. Assume thatf is as in Lemma 2. Then we have the inequality

Œ Œ Œ Œ

Œ[b−E(X)] [E(X)−a]−σ 2(X)

(b−a)

2 6 Œ Œ Œ Œ Œ (2.24)                   

kf0k

80 (b−a) 4

if f0 L

[a, b] ;

q2

kf0k

p

2(3q+1)(4q+1)(q+1)1q (b−a) 3+1

q if f0 L p[a, b],

p >1, 1 p+

1 q = 1,

kf0k

1 24 (b−a)

3

.

Proof. Using the equality (2.21), we may write

Œ Œ Œ Œ Œσ 2(X)

(b−E(X)) (E(X)−a) +(b−a)

2 6 Œ Œ Œ Œ Œ

2 (b1 −a)

Z b

a Z b

a |

t−τ|

Œ Œ Œ Œ Z t τ ’

u−t+2τ

“

f0(u)du

Œ Œ Œ

Œdtdτ :=N.

(2.25)

Now, it may be easily shown that,

Œ Œ ŒŒZ t

τ ’

u−t+2τ

“

f0(u)du

Œ Œ Œ

Œ ≤ kf0k∞

Œ Œ Œ Œ Z t τ Œ Œ Œ

Œu−t+2τ Œ Œ Œ Œdu Œ Œ Œ Œ

= kf0k

(t−τ)2 4 for allt, τ∈[a, b].

Also, by H¨older’s integral inequality, we may write

Œ Œ Œ Œ Z t τ ’

u−t+2τ

“

f0(u)du

Œ Œ Œ Œ Œ Œ Œ Œ Z t τ |

f0(u)|pdu

Œ Œ Œ Œ 1 pŒŒ

Œ Œ Z t τ Œ Œ Œ Œu−

t+τ 2 Œ Œ Œ Œ q du Œ Œ Œ Œ 1 q

≤ kf0kp "

|t−τ|q+1 2q(q+ 1)

#1 q

=kf0kp

|t−τ|1+1q

2 (q+ 1)1q

for allt, τ∈[a, b], and further,

Œ Œ Œ Œ Z t τ ’

u−t+τ 2

“

f0(u)du

Œ Œ Œ

Œ sup

Œ Œ Œ Œu−

t+τ 2 Œ Œ Œ Œ Z t τ |

f0(u)|du

|t−2τ|kf0k1.

Consequently, Œ Œ Œ Œ Z t τ ’

u−t+2τ

“

f0(u)du

Œ Œ Œ Œ                 

kf0k

(t−τ)2

4 if f0∈L∞[a, b] ;

kf0k

p | t−τ|1+ 1q 2(q+1)

1

q if f

0Lp[a, b], p >1, p1+1q = 1, kf0k

1| t−τ|

2 . if f0∈L1[a, b].

(10)

Using (2.26), we may write, forf0 belonging to the obvious Lebesgue spaceL

p[a, b],

p≥1,

N

                  

kf0k

8(b−a) Rb

a Rb

a|t−τ| 3

dtdτ ,

kf0k

p

4(q+1)1q(ba) Rb

a Rb

a |t−τ| 2+1

qdtdτ ,

kf0k

1 4(b−a)

Rb a

Rb a (t−τ)

2

dtdτ . (2.27)

Now, since some straight forward algebra shows that

Z b

a Z b

a |

t−τ|3dtdτ =

Z b

a "Z t

a

(t−τ)3+

Z b

t

−t)3

#

dt

=

Z b

a "

(t−a)4+ (b−t)4 4

#

dt= (b−a)

5

10 ,

Z b

a Z b

a |

t−τ|2+q1dtdτ = Z b

a "Z t

a

(t−τ)2+1q+ Z b

t

−t)2+1q #

dt

=

Z b

a "

(t−a)3+1q + (bt)3+1q

3 +1q

#

dt

= 2q

2(ba)4+1 q

(3q+ 1) (4q+ 1) and

Z b

a Z b

a

(t−τ)2dtdτ =

Z b

a "Z t

a

(t−τ)2+

Z b

t

−t)2

#

dt

=

Z b

a "

(t−a)3+ (b−t)3 3

#

dt

= (b−a)

4

6 ,

we obtain the desired inequality (2.24) from using (2.27) and (2.25).

The following representation for the mappings whose derivatives are absolutely continuous on [a, b] also holds.

Lemma 3. Let X be a random variable having the p.d.f. f : [a, b] →Rand with the property that f0: [a, b]Ris absolutely continuous on[a, b]. Then we have

σ2(X) = (bE(X)) (E(X)a)(b−a) 2

6 (2.28)

+ 1

4 (b−a)

Z b

a Z b

a

(t−τ)

Z t

τ

(11)

Proof. We use the following identity which holds for the mappingsg whose deriva-tives are absolutely continuous:

Z b

a

g(u)du= g(a) +g(b)

2 (b−a)− 1 2

Z b

a

(b−u) (u−a)g00(u)du (2.29)

and can easily be proven by using the integration by parts formula twice. We know that

(b−E(X)) (E(X)−a)−σ2(X) = 1 b−a

Z b

a Z b

a

(t−τ)

Z τ

t

f(u)du dt dτ

and then, using the representation (2.29) writen forf instead ofg, and proceeding as in the proof of Lemma 2, we end up with the identity (2.28).

Using the representation of Lemma 3, we are able to obtain the following bounds. Theorem 6. Assume thatf is as in Lemma 3. Then we have the inequality

Œ Œ Œ Œ

Œ[b−E(X)] [E(X)−a]−σ 2(X)

(b−a)

2

6

Œ Œ Œ Œ Œ

(2.30)

                

kf00k

360 (b−a) 5

if f00L [a, b] kf00k

q

2(4p+1)(5p+1)[B(p+ 1, p+ 1)] 1

p(ba)4+ 1

p if f00L q[a, b], 1

p+ 1

q = 1, p >1;

kf00k

1 160 (b−a)

4

,

where thep−norms are taken on the interval [a, b]. Proof. Using the equality (2.28), we may write

Œ Œ Œ Œ Œσ

2(X)

[b−E(X)] [E(X)−a]−(b−a)

2

6

Œ Œ Œ Œ Œ

4 (b1 −a)

Z b

a Z b

a |

t−τ|

Œ Œ Œ Œ

Z t

τ

(t−u) (u−τ)f00(u)du

Œ Œ Œ

Œdt dτ:=K.

First of all, let us observe that

Œ Œ Œ Œ

Z t

τ

(t−u) (u−τ)f00(u)du

Œ Œ Œ

Œ ≤ kf00k∞

Œ Œ Œ Œ

Z t

τ

(t−u) (u−τ)du

Œ Œ Œ Œ

kf006k∞|t−τ|3,

for allt, τ∈[a, b].

Further, by Holder’s integral inequality, we obtain

Œ Œ Œ Œ

Z t

τ

(t−u) (u−τ)f00(u)du

Œ Œ Œ

Œ ≤ kf00kq Œ Œ Œ Œ

Z t

τ |

t−u|p|u−τ|pdu

Œ Œ Œ Œ 1 p

= kf00kq|t−τ| 2+1

p[B(p+ 1, p+ 1)] 1 p

for allt, τ∈[a, b], where B is the Beta function of Euler and 1 p+

1

(12)

Also, we have

Œ Œ Œ Œ

Z t

τ

(t−u) (u−τ)f00(u)du

Œ Œ Œ

Œ ≤ kf00k1 max

u∈[τ ,t]|(t−u) (u−τ)|

= |t−τ|

2

4 kf 00k

1

for allt, τ∈[a, b].

Consequently, we may state the inequality

Œ Œ Œ Œ

Z t

τ

(t−u) (u−τ)f00(u)du

Œ Œ Œ Œ

(2.31)

              

kf00k

6 |t−τ| 3

if f00L

[a, b] ;

kf00k

q[B(p+ 1, p+ 1)] 1

p|tτ|2+ 1

p if f00L q[a, b], 1

p+ 1

q = 1, p >1;

|t−τ|2 4 kf00k1,

for allt, τ∈[a, b].

Using (2.31) and the definition ofK above, we may write

K≤

                

kf00k

24(b−a) Rb

a Rb

a (t−τ) 4

dt dτ if f00L

[a, b] ;

kf00k

q

4(b−a)[B(p+ 1, p+ 1)] 1 pRb

a Rb

a |t−τ| 3+1

pdt dτ if f00L q[a, b], 1

p + 1

q = 1, p >1;

kf00k

1 16(b−a)

Rb a

Rb a |t−τ|

3

dt dτ . (2.32)

Now, since some straight forward algebra shows that

Z b

a Z b

a

(t−τ)4dt dτ = (b−a)

6

15 .

Z b

a Z b

a |

t−τ|3+1pdt dτ = Z b

a "Z t

a

(t−τ)3+1p + Z b

t

−t)3+p1 #

dt

=

Z b

a "

(t−a)4+p1 + (bt)4+ 1 p

4 + 1 p

#

dt

= 2 (b−a)

5+1 p 

4 +1p‘ 5 + 1p‘ = 2p

2(ba)5+1 p

(4p+ 1) (5p+ 1)

and

Z b

a Z b

a |

t−τ|3dt dτ =

Z b

a "Z t

a

(t−τ)3+

Z b

t

−t)3

#

dt

=

Z b

a "

(t−a)4+ (b−t)4 4

#

dt= (b−a)

5

(13)

References

[1] D.S. MITRINOVI ´C, J.E. PE ˇCARI ´C and A.M. FINK, Classical and New Inequalities in Analysis,Kluwer Academic Publishers, Dordrecht/Boston/London, 1999.

[2] M. MATI ´C, J.E. PE ˇCARI ´C and N. UJEVI ´C, On new estimation of the remainder in gener-alized Taylor’s formula,Math. Ineq. & Appl., 3,2(1999), 343-361.

[3] P. CERONE and S.S. DRAGOMIR, Three point quadrature rules involving, at most, a first derivative, RGMIA Res. Rep. Coll., 4,2(1999), Article 8.

http://melba.vu.edu.aurgmia/v2n4.html

[4] N.S. BARNETT and S.S. DRAGOMIR, An inequality of Ostrowski’s type for cu-mulative distribution functions, RGMIA Research Rep. Coll., 1,1(1998), Article 1.,

http://melba.vu.edu.au/~rgmia/v1n1.html

[5] S.S. DRAGOMIR, New estimation of the remainder in Taylor’s formula using Gr¨uss’ type inequalities and applications,Math. Ineq. & Appl., 2,2(1999), 183-194.

[6] S.S. DRAGOMIR, A generalization of Gr¨uss’ inequality in inner product spaces and appli-cations,J. Math. Anal. Appl.,accepted.

[7] S.S. DRAGOMIR, A Gr¨uss type integral inequality for mappings of r-H¨older’s type and applications for trapezoid formula,Tamkang J. of Math., (in press).

[8] S.S. DRAGOMIR, Some discrete inequalities of Gr¨uss type and applications in guessing theory,submitted.

[9] S.S. DRAGOMIR, Some integral inequalities of Gr¨uss type,Indian J. of Pure and Appl. Math.,(accepted).

[10] N.S. BARNETT and S.S. DRAGOMIR, Some elementary inequalities for the expectation and variance of a random variable whose PDF is defined on a finite interval, RGMIA Re. Rep. Coll., 2,7(1999), Article 12.,http://melba.vu.edu.au/~rgmia/v2n7.html

[11] N.S. BARNETT, P. CERONE, S.S. DRAGOMIR and J. ROUMELIOTIS, Some inequalities for the dispersion of a random variable whose PDF is defined on a finite interval,RGMIA Re. Rep. Coll., 2,7(1999), Article 6.,http://melba.vu.edu.au/~rgmia/v2n7.html

[12] S.S. DRAGOMIR, Some improvement of ˇCebyˇsev’s inequality for isotonic functionals,Atti. Se. Mat. Fasc. Univ. Modena,41(1993), 473-481.

School of Communications and Informatics, Victoria University of Technology, PO Box 14428, Melbourne City MC, Victoria 8001, AUstralia

E-mail address:[email protected]

URL:http://sci.vu.edu.au/staff/neilb.html

E-mail address:[email protected]

URL:http://sci.vu.edu.au/staff/peterc.html

E-mail address:[email protected]

References

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