Exact Upper Bound on the Mean of the Product of Many Random Variables with Known Expectations

Authors

Vladik Kreinovich, The University of Texas at El PasoFollow
Scott Ferson
Lev Ginzburg

Publication Date

3-2003

Comments

UTEP-CS-02-22b.

Published in Reliable Computing, 2003, Vol. 9, No. 6, pp. 441-463.

Abstract

In practice, in addition to the intervals [xi] of possible values of inputs x1,...,xn, we sometimes also know their means Ei. For such cases, we provide an explicit exact (= best possible) upper bound for the mean of the product x1*...*xn of positive values xi.