Fractional integral inequalities for continuous random variables

Abstract

Malaya J. Mat. 2(2)(2014) 172–179 Fractional integral inequalities for continuous random variables Zoubir Dahmani a , ∗ a Laboratory LPAM, Faculty SEI, UMAB, University of Mostaganem, Algeria. 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 gener- alize 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].