https://doi.org/10.26637/MJM0504/0005
Random variable inequalities involving
(k,s)-integration
M. Houas
1* and Z. Dahmani
2Abstract
In this paper, we use the(k,s)−Riemann-Liouville operator to establish new results on integral inequalities by
using fractional moments of continuous random variables. Keywords
(k,s)−Riemann-Liouville integral, random variable, (k,s)−fractional expectation, (k,s)−fractional variance, (k,s)−fractional moment.
AMS Subject Classification
26D15, 26A33, 60E15.
1Laboratory FIMA, UDBKM, University of Khemis Miliana, Algeria. 2Laboratory LPAM, UMAB, University of Mostaganem, Algeria.
*Corresponding author:ı[email protected];ı2[email protected]
Article History: Received6June2017; Accepted7August2017 c2017 MJM.
Contents
1 Introduction. . . 641
2 Preliminaries. . . 641
3 Inequalities for(k,s)−operator. . . 643
References. . . 645
1. Introduction
The study of integral inequalities is an important research subject in mathematical analysis. These inequalities have many applications in differential equations, probability theory and statistical problems, but one of the most useful appli-cations is to establish uniqueness of solutions in fractional boundary value problems. For detailed applications on the subject, one may refer to [9–12], and the references cited therein. Moreover, the integral inequalities involving frac-tional integration are also of great importance. For some earlier work on the topic, we refer to [2–5,7,8,14,16,17]. In [9], P. Kumar presented new results involving higher moments for continuous random variables. Also the author established some estimations for the central moments. Other results based on Gruss inequality and some applications of the truncated exponential distribution have been also discussed by the au-thor. In [10], Ostrowski type integral inequalities involving moments of a continuous random variable defined on a finite interval, is established. In [3], the author established several inequalities for the fractional dispersion and the fractional
variance functions of continuous random variables. Recently, A. Akkurt et al. [1] proposed new generalizations of the re-sults in [3]. Very recently, Z. Dahmani [4,6] presented new fractional integral results for the fractional moments of contin-uous random variables by correcting some results in [3]. In a very recent work, M. Tomar et al. [17] proposed new integral inequalities for the(k,s)−fractional expectation and variance functions of a continuous random variable.
Motivated by the results presented in [3,4,6,14,17], in this paper, we present some random variable integral inequalities for the(k,s)−fractional operator.
2. Preliminaries
We recall the notations and definitions of the(k,s)−fractional integration theory [13,14,17].
Definition 2.1. The Riemann–Liouville fractional integral of orderα≥0, for a continuous function f on[a,b]is defined by
Jα
a[f(t)] =Γ(1α)
Rt
a(t−τ) α−1
f(τ)dτ;α≥0,a<t≤b ,
(2.1)
whereΓ(α) =R∞
0 e
−uuα−1du.
by
kJaα[f(t)] =kΓk1(α) Rt
a(t−τ)
α
k−1f(τ)dτ; α>0, a<t≤b ,
(2.2)
whereΓk(α) =
R∞
0 e −uk
kuα−1du.
Definition 2.3. The(k,s)−Riemann-Liouville fractional in-tegral of orderα>0, for a continuous function f on[a,b]is defined as
k
sJaα[f(t)] =
(s+1)1−αk kΓk(α)
Rt
a ts+1−τs+1 αk−1
τsf(τ)dτ;α>0,a<t≤b ,
(2.3)
where k>0,s∈R\ {−1}.
Theorem 2.4. Let f be continuous on[a,b],k>0,and s∈ R\ {−1}.Then,
k sJaα
h k sJ
β a[f(t)]
i
= ksJaα+β[f(t)] = ksJ β a
k
sJaα[f(t)]
,k>0,s∈R\ {−1} ,
(2.4)
for allα>0,β>0,a<t≤b.
Theorem 2.5. Let α >0,β >0,k>0 and s∈R\ {−1}. Then, we have
k sJaα
ts+1−as+1βk−1
= Γk(β) (s+1)αkΓk(α+β) t
s+1−as+1β+αk −1
,
(2.5)
Remark 2.6. (i):Taking s=0,k>0in(5),we obtain
kJaα
(t−a)βk−1
= Γk(β)
Γk(α+β)(t−a)
β+α
k −1,α,β>0,a>0,k>0 .
(2.6)
(ii):The formula(5),for s=0and k=1becomes Jα
a h
(t−a)β−1i= Γ(β)
Γ(α+β)(t−a) β+α−1
. (2.7)
Corollary 2.7. Let k>0and s∈R\ {−1}.Then, for any α>0,we have
k
sJaα[1] = 1
(s+1)αkΓk(α+k) t
s+1−as+1αk−2
. (2.8)
Remark 2.8. (i):For s=0,k>0in(8),we get
kJaα[1] =Γk(α1+k)(t−a)
α
k−2 . (2.9) (ii):For s=0,k=1in(8),we have
Jα
a [1] =Γ(α1+1)(t−a)
β−2 . (2.10) For more details on(k,s)−fractional integral, we refer the reader to [14,17].
We recall also the following definitions [3,4,17]
Definition 2.9. The(k,s)−fractional expectation function of orderα>0, for a random variable X with a positive p.d.f.
f defined on[a,b]is defined as
k
sEX,α(t):=
(s+1)1−αk kΓk(α)
t
Z
a
ts+1−τs+1
α
k−1
τs+1f(τ)dτ,
(2.11)
α>0,k>0,s∈R\ {−1}and a<t≤b.
Definition 2.10. The(k,s)−fractional expectation function of orderα >0for the random variable X−E(X) with a positive probability density function f defined on [a,b] is defined as
k
sEX−E(X),α(t):=
(s+1)1−αk kΓk(α)
t
Z
a
ts+1−τs+1αk−1
τs(τ−E(X))f(τ)dτ,
(2.12)
α>0,k>0,s∈R\ {−1}and a<t≤b.
Definition 2.11. The(k,s)−fractional variance function of orderα>0for a random variable X having a positive p.d.f.
f on[a,b]is defined as
k
sσX2,α(t):=
(s+1)1−αk kΓk(α)
t
Z
a
ts+1−τs+1
α
k−1τs(τ−E(X))2f(τ)dτ,
(2.13)
α>0,k>0,s∈R\ {−1}and a<t≤b.
We introduce also the following definition.
Definition 2.12. The(k,s)−fractional moment function of orders r>0,α >0 for a continuous random variable X having a p.d.f. f defined on[a,b]is defined as
k
sMr,α(t):=
(s+1)1−αk kΓk(α)
t
Z
a
ts+1−τs+1
α
k−1
τs+rf(τ)dτ,
(2.14)
α>0,k>0,s∈R\ {−1}and a<t≤b.
Remark 2.13. If we take s=0,α=k=1in Definition 12, we obtain the classical moment of order r>0given by Mr:= b
R
a
τrf(τ)dτ.
We define the quantities that will be used later:
H(τ,ρ):= (g(τ)−g(ρ)) (h(τ)−h(ρ)), τ,ρ∈(a,t),a<t≤b,
and
ϕkα,s(t,τ):=(s+1) 1−α
k
Γk(α)
ts+1−τs+1
α
k−1
τsp(τ),k>0,s∈R/{−1} τ∈(a,t),
(2.16) wherep:[a,b]→R+is a continuous function.
3. Inequalities for
(k
,
s)
−
operator
We prove:
Theorem 3.1. Let X be a continuous random variable having a p.d.f. f:[a,b]→R+.
(i):If f ∈L∞[a,b], then for all a<t≤b andα>0,k>
0,s∈R\ {−1}, k
sJaα[f(t)] ksEXr−1(X−E(X)),α(t)− ksEX−E(X),α(t)ksMr−1,α(t)
≤ kfk2∞hk
sJaα[1] ksJaα[tr]−ksJaα[t)]ksJaα
tr−1i, (3.1)
(ii):for all a<t≤b,the inequality k
sJaα[f(t)] ksEXr−1(X−E(X)),α(t)− ksEX−E(X),α(t)ksMr−1,α(t)
≤ 1
2(t−a) t
r−1−ar−1k
sJaα[f(t)] 2
, (3.2)
is also valid forα>0,k>0,s∈R/{−1}.
Proof. Using (2.15) and (2.16), we can write
t
Z
a
ϕkα,s(t,τ)H(τ,ρ)dτ= t
Z
a
ϕkα,s(t,τ) (g(τ)−g(ρ)) (h(τ)−h(ρ))dτ.
(3.3) Then Z t a Z t a
ϕkα,s(t,τ)ϕkα,s(t,ρ)H(τ,ρ)dτdρ (3.4) =
Z t
a
Z t
a
ϕkα,s(t,τ)ϕkα,s(t,τ) (g(τ)−g(ρ)) (h(τ)−h(ρ))dτdρ.
Hence
(s+1)2(1−αk) k2Γ2
k(α) t Z a t Z a
ts+1−τs+1
α
k−1 ts+1−ρs+1αk−1 τsρs
(3.5)
×p(τ)p(ρ) (g(τ)−g(ρ)) (h(τ)−h(ρ))dτdρ = 2ksJα
a[p(t)] ksJ α
a[pgh(t)]−2ksJ α
a[pg(t)]ksJ α
a [ph(t)].
In (3.5), we choosep(t) =f(t),g(t) =t−E(X)andh(t) = tr−1,t∈(a,b), we obtain
(s+1)2(1−αk) k2Γ2
k(α) t Z a t Z a
ts+1−τs+1
α
k−1 ts+1− ρs+1
α
k−1
τsρs (3.6)
×(τ−ρ) τr−1−ρr−1f(τ)f(ρ)dτdρ
= 2ksJα
a[f(t)]ksJaα
tr−1(t−E(X))f(t) −2ksJα
a[(t−E(X))f(t)]ksJaα
tr−1f(t)
= 2ksJα
a[f(t)]ksEXr−1(X−E(X)),α(t)−2
k
sEX−E(X),α(t)
k
sMr−1,α(t).
Using the factf ∈L∞([a,b]), we can write
(s+1)2(1−αk) k2Γ2
k(α) t Z a t Z a
ts+1−τs+1αk−1
ts+1−ρs+1αk−1
τsρs (3.7)
×(τ−ρ) τr−1−ρr−1f(τ)f(ρ)dτdρ
≤ kfk2∞(s+1) 2(α
k−1)
k2Γ2(α) t Z a t Z a
ts+1−τs+1αk−1 ts+1−ρs+1αk−1 τsρs
×(τ−ρ) τr−1−ρr−1dτdρ
= kfk2∞h2ksJα
a [1] ksJaα[tr]−2ksJaα[t] ksJaα
tr−1i
.
By (3.6) and (3.7), we have
k
sJaα[f(t)]skEXr−1(X−E(X)),α(t)−
k
sEX−E(X),α(t)
k
sMr−1,α(t)
≤ kfk2∞hk
sJaα[1] ksJaα[tr]−ksJaα[t] ksJaα
tr−1 i
. (3.8)
Since sup
τ,ρ∈[a,t]
|τ−ρ|
τr−1−ρr−1
= (t−a) tr−1−ar−1
, then we observe that
(s+1)2(1−αk) k2Γ2(α)
t Z a t Z a
ts+1−τs+1αk−1 ts+1−ρs+1αk−1 τsρs
×(τ−ρ) τr−1−ρr−1f(τ)f(ρ)dτdρ (3.9)
≤ sup
τ,ρ∈[a,t]
|τ−ρ|
τr−1−ρr−1
(s+1) 2(α
k−1)
k2Γ2(α) t Z a t Z a
ts+1−τs+1αk−1
× ts+1−ρs+1
α
k−1τsρsf(τ)f(ρ)dτdρ
= (t−a) tr−1−ar−1 (ksJα
a[f(t)])2.
Thanks to (3.6) and (3.9), we obtain
k
sJaα[f(t)]skEXr−1(X−E(X)),α(t)−
k
sEX−E(X),α(t)
k
sMr−1,α(t)
≤ (t−a) tr−1−ar−1 (ksJα
a[f(t)])2. (3.10)
We prove also the following result:
Theorem 3.2. Let X be a continuous random variable having a p.d.f. f :[a,b]→R+. Then we have:
(i∗)For any k>0,s∈R/{−1}andα>0,β>0, k
sJaα[f(t)]ksEXr−1(X−E(X)),β(t) + skJaβ[f(t)]skEXr−1(X−E(X)),α(t)
−k
sEX,α(t)ksMr−1,β(t)−skEX,β(t) ksMr−1,α(t) (3.11) ≤ kfk2∞hk
sJaα[1]ksJaβ[tr] +ksJaβ[1]ksJaα[tr] −ksJα
a [t]ksJaβ
tr−1−ksJβ a[t] skJ
α a
tr−1i,a<t≤b,
(ii∗)The inequality
k
sJaα[f(t)]ksEXr−1(X−E(X)),β(t) + ksJaβ[f(t)]ksEXr−1(X−E(X)),α(t)
−k
sEX,α(t)ksMr−1,β(t)− ksEX,β(t)ksMr−1,α(t) (3.12) ≤ (t−a) tr−1−ar−1k
sJaα[f(t)]ksJaβ[f(t)],a<t≤b
is also valid for any k>0,s∈R/{−1}andα>0,β >0. Proof. Multiplying both sides of (3.4) byϕkβ,s(t,ρ),where
ϕkβ,s(t,ρ):=(s+1) 1−α
k
Γk(α)
ts+1−ρs+1
α
k−1
τsp(τ),ρ∈(a,t), a<t≤b,
(3.13) we can obtain
Z t
a
Z t
a
ϕkα,s(t,τ)ϕkβ,s(t,ρ)H(τ,ρ)dτdρ (3.14) =
Z t
a
Z t
a
ϕkα,s(t,τ)ϕkβ,s(t,ρ) (g(τ)−g(ρ)) (h(τ)−h(ρ))dτdρ.
Hence,
(s+1)2
1−α+βk
k2Γ
k(α)Γk(β) t Z a t Z a
ts+1−τs+1αk−1
ts+1−ρs+1βk−1
(3.15)
×τsρsp(τ)p(ρ) (g(τ)−g(ρ)) (h(τ)−h(ρ))dτdρ
= ksJα
a [p(t)]ksJaβ[pgh(t)] +ksJaβ[p(t)] ksJaα[pgh(t)] −k
sJaα[ph(t)]ksJaβ[pg(t)]−ksJaβ[ph(t)]ksJaα[pg(t)].
In (3.15), we takep(t) = f(t),g(t) =t−E(X),h(t) =tr−1. So, we get
(s+1)2
1−α+β k
k2Γ
k(α)Γk(β) t Z a t Z a
ts+1−τs+1αk−1 ts+1−ρs+1βk−1 τsρs
×(τ−ρ) τr−1−ρr−1)f(τ)f(ρ)dτdρ (3.16)
= ksJα
a [f(t)]ksJaβ
tr−1(t−E(X))f(t) +ksJβ
a[f(t)] ksJaα
tr−1(t−E(X))f(t)
−ksJα
a[(t−E(X))f(t)] ksJaβ
tr−1f(t)− ksJβ
a[(t−E(X))f(t)]ksJaα
tr−1f(t)
= ksJα
a [f(t)]ksEXr−1(X−E(X)),β(t) + ksJaβ[f(t)]ksEXr−1(X−E(X)),α(t)
−k
sEX,α(t)ksMr−1,β(t)− ksEX,β(t)ksMr−1,α(t).
We have also
(s+1)2
1−α+β k
k2Γ
k(α)Γk(β) t Z a t Z a
ts+1−τs+1αk−1 ts+1−ρs+1βk−1 τsρs
×(τ−ρ) τr−1−ρr−1f(τ)f(ρ)dτdρ (3.17)
≤ kfk2∞(s+1) 21−α+β
k
k2Γ
k(α)Γk(β) t Z a t Z a
ts+1−τs+1αk−1 ts+1− ρs+1
β
k−1 τsρs
×(τ−ρ) τr−1−ρr−1dτdρ
= kfk2∞hk sJ
α a[1]ksJ
β
a[tr] + ksJ β a[1]ksJ
α a [tr]
− k
sJaα[t]ksJaβ
tr−1−k
sJaβ[t] ksJaα
tr−1i.
By (3.16) and (3.17), we obtain (3.11). To prove (3.12), we remark that
(s+1)2
1−α+βk
k2Γ
k(α)Γk(β) t Z a t Z a
ts+1−τs+1
α
k−1 ts+1−ρs+1βk−1 τsρs
×(τ−ρ) τr−1−ρr−1f(τ)f(ρ)dτdρ (3.18)
≤ sup
τ,ρ∈[a,t]
|(τ−ρ|
τr−1−ρr−1 (s+1)2
1−α+βk
k2Γ
k(α)Γk(β) t Z a t Z a
ts+1−τs+1αk−1
ts+1−ρs+1βk−1
×τsρsf(τ)f(ρ)dτdρ
= (t−a) tr−1−ar−1k
sJaα[f(t)] ksJaβ[f(t)].
Therefore, by (3.16) and (3.18), we get (3.12).
Remark 3.3. If we takeα =β in Theorem 15, we obtain Theorem 14.
We give also the following(k,s)−fractional integral in-equality:
Theorem 3.4. Let X be a continuous random variable hav-ing a p.d.f. f :[a,b]→R+. Assume that there exist con-stantsϕ,φ such thatϕ≤ f(t)≤φ.Then, for all k>0,s∈ R/{−1},α>0,we have
k
sJaα[f(t)] ksM2r,α(t)−ksMr2,α(t)≤
1 4(b
r−ar)2k
sJaα[f(t)] 2
, a<t≤b.
(3.19)
Proof. Using Theorem 2.4 of [17], we can write
k
sJaα[p(t)] ksJaα[phg(t)]−ksJaα[ph(t)] ksJaα[pg(t)] ≤ 1 4 k
sJaα[p(t)] 2
(φ−ϕ)2.
(3.20) In (3.20), we replacehbyg,we will have
k
sJaα[p(t)]ksJaα
pg2(t)−(ksJα
a[pg(t)])2 ≤ 1 4 k
sJaα[p(t)] 2
(φ−ϕ)2.
(3.21) Takingp(t) = f(t),g(t) =tr,a<t≤bin (3.21), we obtain
k
sJaα[f(t)]ksJaα
t2rf(t) −(k
sJaα[trf(t)])2 ≤ 1 4 k
sJaα[f(t)] 2
(φ−ϕ)2.
(3.22) In (3.22), we takeφ=brandϕ=ar, then we have
0≤ksJα
a[f(t)]ksJaα
t2rf(t)−(ksJα
a[trf(t)])2≤
1 4(b
r−ar)2k
sJaα[f(t)] 2
.
(3.23) This implies that
k
sJaα[f(t)]ksM2r,α(t)−ksMr2,α(t)≤
1 4(b
r−ar)2k
sJaα[f(t)] 2
.
Finally, we present the following result:
Theorem 3.5. Let X be a continuous random variable hav-ing a p.d.f. f :[a,b]→R+. Assume that there exist con-stantsϕ,φ such thatϕ≤ f(t)≤φ.Then, for all k>0,s∈ R/{−1},α>0,β>0,we have
k
sJaα[f(t)] ksM2r,β(t) + ksJaβ[f(t)]ksM2r,α(t) (3.25) +2arbr ksJα
a[f(t)]ksJaβ[f(t)] ≤ (ar+br)ksJα
a[f(t)]ksMr,β(t) + (ar+br)ksJaβ[f(t)] ksMr,α(t),a<t≤b.
Proof. We takep(t) =f(t),g(t) =tr,a<t≤band by The-orem 2.5 of [17], we can write
h k
sJaα[f(t)] ksJaβ
t2rf(t)+ksJβ
a[f(t)]ksJaα
t2rf(t) (3.26)
−2ksJα
a [trf(t)]ksJaβ[trf(t)] i2
≤ hφksJα
a[f(t)]−ksJaα[trf(t)] ksJaβ[trf(t)]−ϕksJaβ[f(t)]
+ksJα
a [trf(t)]−ϕskJaα[f(t)] φskJaβ[f(t)]−ksJaβ[trf(t)] i2
.
Combining (3.21) and (3.26) and taking into account the fact that the left-hand side of (3.21) is positive, we can write
k
sJaα[f(t)] ksJaβ
t2rf(t) +ksJβ
a[f(t)]skJaα
t2rf(t)
−2skJα
a [trf(t))]ksJ β
a[trf(t)] (3.27) ≤ φ ksJaα[f(t)]− ksJaα[trf(t)] ksJaβ[trf(t)]−ϕksJaβ[f(t)]
+ksJα
a[trf(t)]−ϕksJaα[f(t)] φskJaβ[f(t)]−ksJaβ[trf(t)]
.
Therefore
k
sJaα[f(t)] ksM2r,β(t) + ksJaβ[f(t)]ksM2r,α(t)−2ksMr,β(t)ksMr,α(t) ≤ φ ksJα
a[f(t)]− ksMr,α(t) ksMr,β(t)−ϕksJaβ[f(t)]
(3.28)
+ksMr,α(t)−ϕksJaα[f(t)] φ ksJaβ[f(t)]−ksMr,β(t)
.
This implies that
k
sJaα[f(t)] ksM2r,β(t) + ksJaβ[f(t)]ksM2r,α(t) +2ϕ φskJaα[f(t)]ksJaβ[f(t)] ≤ (φ+ϕ)ksJα
a[f(t)]ksMr,β(t) + ksJaβ[f(t)] ksMr,α(t)
. (3.29)
In (3.29), we takeφ=br,ϕ=ar, then we have
k
sJaα[f(t)]ksM2r,β(t) + ksJaβ[f(t)] ksM2r,α(t) +2arbr skJaα[f(t)] ksJaβ[f(t)] ≤ (ar+br)ksJα
a[f(t)]ksMr,β(t) + skJaβ[f(t)] ksMr,α(t)
. (3.30)
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