Work

Convex order, log-convexity and moments of averages of random variables

Year: 2026

Type: preprint

Abstract: We establish a convex order comparison for products of averages of exchangeable nonnegative random variables. As a consequence, we solve a conjecture of Lamkin and Tkocz (2022) on the log-convexity of moments of sample means, as well as its pointwise version, in a more general form involving arbitrary integer partitions.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2608.00813

Authors: Gonçalves, Felipe, Madrid, José, Ramos, Antonio Pedro

Language: English

Topic: Mathematical Inequalities and Applications

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: Conselho Nacional de Desenvolvimento Científico e Tecnológico, Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro, Instituto Serrapilheira, Office of Naval Research

Awards: G1840770272, G2311368543, G2584274330

OpenAlex ID: W7172379102

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