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Biometrika 1969 56(3):690-691; doi:10.1093/biomet/56.3.690
© 1969 by Biometrika Trust
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MISCELLANEA

A note on the expected value of an inverse matrix

THEODORE GROVES and THOMAS ROTHENBERG

University of California Berkeley

It is well known that if X is any positive random variable, then E(l/X) ≥ l/E(X) , provided that the expectations exist. A natural matrix generalization of this fact is given.


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