Fractional integral inequalities for continuous random variables

Zoubir Dahmani

doi:10.26637/mjm202/010

Abstract

By introducing new concepts on the probability theory, new integral inequalities are established for the fractional expectation and the fractional variance for continuous random variables. These inequalities generalize some interested results in [N.S. Barnett, P. Cerone, S.S. Dragomir and J. Roumeliotis: Some inequalities for the dispersion of a random variable whose p.d.f. is defined on a finite interval, J. Inequal. Pure Appl. Math., Vol. 2 Iss. 1 Art. 1 (2001), 1-18].

Keywords:

Integral inequalities, Riemann-Liouville integral, random variable, fractional dispersion, fractional variance

Mathematics Subject Classification:

26D15, 26A33, 60E15

Authors Imprint References Funding Related Articles Downloads

Zoubir Dahmani Laboratory LPAM, Faculty SEI, UMAB, University of Mostaganem, Algeria.

Pages: 172-179
Date Published: 01-04-2014
Vol. 2 No. 02 (2014): Malaya Journal of Matematik (MJM)

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