BOUNDS OF THE EXPECTATION OF A CONVEX FUNCTION OF A MULTIVARIATE RANDOM VARIABLE,
Abstract
Upper and lower bounds on the expectation of a convex function of a vector valued random variable are derived by examining the boundary of an appropriate multivariate moment space.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 30, 1958
- Accession Number
- AD0606940
Entities
People
- Albert Madansky
Organizations
- RAND Corporation