Abstract
The main result of this article is a generalization of the generalized Holder inequality for functions or random variables defined on lower-dimensional subspaces of $n$-dimensional product spaces. It will be seen that various other inequalities are included in this approach. For example, it allows the calculation of upper bounds for the product measure of $n$-dimensional sets with the help of product measures of lower-dimensional marginal sets. Furthermore, it yields an interesting inequality for various cumulative distribution functions depending on a parameter $n \in \mathbb{N}$.
Citation
Helmut Finner. "A Generalization of Holder's Inequality and Some Probability Inequalities." Ann. Probab. 20 (4) 1893 - 1901, October, 1992. https://doi.org/10.1214/aop/1176989534
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