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arXiv · 2608.00813

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

Felipe Gonçalves·José Madrid·Antonio Pedro Ramos
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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.

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Felipe Gonçalves, José Madrid, Antonio Pedro Ramos. 2026-08-01. Convex order, log-convexity and moments of averages of random variables. https://arxiv.org/abs/2608.00813

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