Chebyshev–Jensen-Type Inequalities Involving χ-Products and Their Applications in Probability Theory

Abstract

By means of the functional analysis theory, reorder method, mathematical induction and the dimension reduction method, the Chebyshev-Jensen-type inequalities involving the χ-products ⟨·⟩χ and [·]χ are established, and we proved that our main results are the generalizations of the classical Chebyshev inequalities. As applications in probability theory, the discrete with continuous probability inequalities are obtained.