Accession Number:

AD0606940

Title:

BOUNDS OF THE EXPECTATION OF A CONVEX FUNCTION OF A MULTIVARIATE RANDOM VARIABLE,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1958-07-30

Pagination or Media Count:

12.0

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.

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE