Hi all -
I have two independent (but not necessarily identically distributed) random variables: ๐>0,๐>0. All of their moments are known but we don't know the distributions.
Can we find an upper bound for ๐ธ[๐๐๐(๐,๐)] that is better than ๐๐๐(๐ธ[๐],๐ธ[๐]) with the information given without knowing the distributions? Thanks for your help!