Let X be a non-negative random variable. I have an upper bound for E(1/X), for instance,
E(1X)≤a−αn
with a,α positive constants, n→+∞. I am interested in finding an upper bound for
E(1Xp)
where p≥2 using the assumption on E(1/X). My question is: there exists an inequality to an upper bound of E(1/Xp) which is related to E(1/X). In this case, the Jensen's just give us an lower bound since f(E[X])≤E[f(X)]. Thank you for any answer.
Tuesday, 1 April 2014
statistics - Inequality for inverse random variable
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