Markov–Krein theorem
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In probability theory, the Markov–Krein theorem gives the best upper and lower bounds on the expected values of certain functions of a random variable where only the first moments of the random variable are known.[1][2][3][4] The result is named after Andrey Markov and Mark Krein.[5]
The theorem can be used to bound average response times in the M/G/k queueing system.[6]
