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Journal of Inequalities and Applications 
Volume 2005 (2005), Issue 1, Pages 7-14
doi:10.1155/JIA.2005.7

Rio-type inequality for the expectation of products of random variables

B. L. S. Prakasa Rao

Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, New Delhi 110 016, India

Received 26 July 2004

Abstract

We develop an inequality for the expectation of a product of n random variables generalizing the recent work of Dedecker and Doukhan (2003) and the earlier results of Rio (1993).