THE EXTENSION OF MONTGOMERY IDENTITY VIA FINK IDENTITY WITH APPLICATIONS A. AGLIĆ ALJINOVIĆ, J. PEČARIĆ, AND A. VUKELIĆ Received 30 January 2004 The new extension of the weighted Montgomery identity is given by using Fink identity and is used to obtain some Ostrowski-type inequalities and estimations of the difference of two integral means. 1. Introduction The following Ostrowski inequality is well known [10]: 2 b x − (a + b)/2 1 1 f (x) − ≤ f (t)dt (b − a)L, + b−a a 4 (b − a)2 x ∈ [a,b], (1.1) where f : [a,b] → R is a differentiable function such that | f (x)| ≤ L, for every x ∈ [a,b]. The Ostrowski inequality has been generalized over the last years in a number of ways. Milovanović and Pečarić [8] and Fink [6] have considered generalizations of (1.1) in the form b n −1 1 1 ≤ K(n, p,x) f (n) p f (x) + Fk (x) − f (t)dt n b−a a (1.2) k =1 which is obtained from the identity n −1 1 1 f (x) + Fk (x) − n b − a k =1 b a 1 f (t)dt = n!(b − a) b a (x − t)n−1 k(t,x) f (n) (t)dt, (1.3) where Fk (x) = n − k f (k−1) (a)(x − a)k − f (k−1) (b)(x − b)k , k! b−a t − a, a ≤ t ≤ x ≤ b, k(t,x) = t − b, a ≤ x < t ≤ b. Copyright © 2005 Hindawi Publishing Corporation Journal of Inequalities and Applications 2005:1 (2005) 67–80 DOI: 10.1155/JIA.2005.67 (1.4) 68 The extension of Montgomery identity In fact, Milovanović and Pečarić have proved that K(n, ∞,x) = (x − a)n+1 + (b − x)n+1 , n(n + 1)!(b − a) (1.5) while Fink gave the following generalizations of this result. Theorem 1.1. Let f (n−1) be absolutely continuous on [a,b] and let f (n) ∈ L p [a,b]. Then inequality (1.2) holds with K(n, p,x) = (x − a)nq+1 + (b − x)nq+1 n!(b − a) 1/q B (n − 1)q + 1, q + 1 1/q , (1.6) where 1 < p ≤ ∞, 1/ p + 1/q = 1, B is the Beta function, and K(n,1,x) = (n − 1)n−1 max (x − a)n ,(b − x)n . n n n!(b − a) (1.7) Let f : [a,b] → R be differentiable on [a,b] and f : [a,b] → R integrable on [a,b]. Then the Montgomery identity holds [9]: f (x) = 1 b−a b a b f (t)dt + a P(x,t) f (t)dt, (1.8) where P(x,t) is the Peano kernel defined by t−a , b P(x,t) = − a t−b , b−a a ≤ t ≤ x, (1.9) x < t ≤ b. Now, we suppose w : [a,b] → [0, ∞ is some probability density function, that is, an int b tegrable function satisfying a w(t)dt = 1, and W(t) = a w(x)dx for t ∈ [a,b], W(t) = 0 for t < a, and W(t) = 1 for t > b. The following identity (given by Pečarić in [12]) is the weighted generalization of the Montgomery identity: f (x) = b a b w(t) f (t)dt + a Pw (x,t) f (t)dt, (1.10) where the weighted Peano kernel is W(t), a ≤ t ≤ x, Pw (x,t) = W(t) − 1, x < t ≤ b. (1.11) A. Aglić Aljinović et al. 69 The aim of this paper is to give the extension of the weighted Montgomery identity (1.10) using identity (1.2), and further, obtain some new Ostrowski-type inequalities, as well as the generalizations of the estimations of the difference of two weighted integral means (generalizations of the results from [1, 3, 7, 11]). 2. The extension of Montgomery identity via Fink identity Theorem 2.1. Let f : [a,b] → R be such that f (n−1) is an absolutely continuous function on [a,b] for some n ≥ 1. If w : [a,b] → [0, ∞ is some probability density function, then the following identity holds: f (x) = b a w(t) f (t)dt − n −1 Fk (x) + k =1 1 + (n − 1)!(b − a) b 1 − (n − 1)!(b − a) a n −1 b k =1 a w(t)Fk (t)dt (x − y)n−1 k(y,x) f (n) (y)d y b b a a (2.1) w(t)(t − y) n −1 k(y,t)dt f (n) (y)d y. Proof. We apply identity (1.3) with f (t): f (t) = − + n −1 f (b) − f (a) n − k f (k) (a)(t − a)k − f (k) (b)(t − b)k +n k! b−a b−a k =1 1 (n − 1)!(b − a) b a (t − y)n−1 k(y,t) f (n+1) (y)d y (2.2) n −1 n − k f (k) (a)(t − a)k − f (k) (b)(t − b)k =− k! b−a k =0 1 + (n − 1)!(b − a) b a (t − y)n−1 k(y,t) f (n+1) (y)d y. Now, by putting this formula in the weighted Montgomery identity (1.10), we obtain f (x) = b a − w(t) f (t)dt n −1 n−k k! k =0 b a Pw (x,t) 1 + (n − 1)!(b − a) f (k) (a)(t − a)k − f (k) (b)(t − b)k dt b−a b a Pw (x,t) b a (t − y) n −1 k(y,t) f (n+1) (2.3) (y)d y dt. 70 The extension of Montgomery identity Further, b a Pw (x,t) = f (k) (a)(x − a)k+1 − f (k) (b)(x − b)k+1 (b − a)(k + 1) − b a f (k) (a)(t − a)k − f (k) (b)(t − b)k dt b−a b w(t) a f (k) (a)(t − a)k+1 − f (k) (b)(t − b)k+1 dt, (b − a)(k + 1) (2.4) Pw (x,t)(t − y)n−1 k(y,t)dt = 1 1 (x − y)n k(y,x) − n n b a w(t)(t − y)n k(y,t)dt. Now, if we replace n with n − 1, we will get (2.1). This identity is valid for n − 1 ≥ 1, that is, n > 1. Remark 2.2. We could also obtain identity (2.1) by applying identity (1.3) such that we multiply this identity by w(x) and than integrate it to obtain b a w(x) f (x)dx = − n −1 b k =1 a w(x)Fk (x)dx + 1 + (n − 1)!(b − a) b b a a b a w(x)dx w(x)(x − t) n b b−a n −1 a f (t)dt (2.5) k(t,x)dx f (n) (t)dt. If we subtract this identity from (1.3) we will obtain (2.1). Remark 2.3. In the special case, if we take w(t) = 1/(b − a), t ∈ [a,b], we will have 1 n −1 b b − a k =1 a = 1 b−a b a n −1 n−k Fk (t)dt = b − a k=1 k! 1 b a f (k−1) (a)(t − a)k − f (k−1) (b)(t − b)k dt b−a n −1 n − k (k−1) f (a)(b − a)k−1 + f (k−1) (b)(a − b)k−1 , (k + 1)! k =1 (b − y)n (a − y)n − k(y,a) n(b − a) n(b − a) (y − a)(b − y)n (y − b)(a − y)n = − . n(b − a) n(b − a) (t − y)n−1 k(y,t)dt = k(y,b) (2.6) A. Aglić Aljinović et al. 71 We denote In = b 1 n!(b − a)2 a (y − a)(b − y)n − (y − b)(a − y)n f (n) (y)d y. (2.7) Then we have In = b 1 n!(b − a)2 (a − y)n − (b − y)n f (n−1) (y)d y + In−1 = Jn + In−1 , a (2.8) where I0 = b 1 (b − a)2 a (b − a) f (y)d y = 1 b−a b a f (y)d y. (2.9) Further, 1 (n−2) f (a)(b − a)n−2 + f (n−2) (b)(a − b)n−2 + Jn−1 , n! b b 1 1 (a − b) f (y)d y = − f (y)d y. J1 = (b − a)2 a b−a a Jn = (2.10) So, Jn = n −1 1 (k−1) f (a)(b − a)k−1 + f (k−1) (b)(a − b)k−1 + J1 , (k + 1)! k =1 (2.11) and then In = n Jm + nJ1 + I0 m=2 = n −1 n − k (k−1) f (a)(b − a)k−1 + f (k−1) (b)(a − b)k−1 (k + 1)! k =1 − n−1 b−a (2.12) b a f (y)d y. Consequently, identity (2.1) reduces to identity (1.3). So we may regard it as a weighted Fink identity. 72 The extension of Montgomery identity Remark 2.4. Applying identity (2.1) with x = a and x = b, we get f (a) = b a n − k (k−1) w(t) f (t)dt − (b)(a − b)k−1 + f k! k =1 k =1 1 + (n − 1)!(b − a) 1 − (n − 1)!(b − a) f (b) = b a n −1 b n −1 b a b b a a w(t)(t − y) n −1 k(y,t)dt f (n) (y)d y, 1 − (n − 1)!(b − a) a (2.13) n −1 b n − k (k−1) w(t) f (t)dt − (a)(b − a)k−1 + f k! k =1 k =1 b w(t)Fk (t)dt (a − y)n−1 (y − b) f (n) (y)d y n −1 1 + (n − 1)!(b − a) a a w(t)Fk (t)dt (b − y)n−1 (y − a) f (n) (y)d y b b a a w(t)(t − y) n −1 k(y,t)dt f (n) (y)d y. So, we get the generalized trapezoid identity 1 f (a) + f (b) = 2 b a w(t) f (t)dt + n −1 b k =1 a w(t)Fk (t)dt n −1 − 1 n − k (k−1) f (a)(b − a)k−1 + f (k−1) (b)(a − b)k−1 2 k=1 k! + 1 2(n − 1)!(b − a) 1 − (n − 1)!(b − a) b a (a − y)n−1 (y − b) + (b − y)n−1 (y − a) f (n) (y)d y b b a a w(t)(t − y) n −1 k(y,t)dt f (n) (y)d y. (2.14) Similarly, applying identity (2.1) with x = (a + b)/2, we get f a+b = 2 b a − w(t) f (t)dt + n −1 b k =1 a n −1 n − k (k−1) f (a)(b − a)k−1 + f (k−1) (b)(a − b)k−1 k 2 k! k =1 1 + (n − 1)!(b − a) − w(t)Fk (t)dt 1 (n − 1)!(b − a) b a a+b −y 2 b b a a n−1 (2.15) a + b (n) k y, f (y)d y 2 w(t)(t − y)n−1 k(y,t)dt f (n) (y)d y. We can regard this as the second Euler-Maclaurin formula (the generalized midpoint identity). A. Aglić Aljinović et al. 73 3. Ostrowski-type inequalities We denote, for n ≥ 2, Tw,n (x) = n −1 Fk (x) − k =1 n −1 b k =1 a w(t)Fk (t)dt. (3.1) Theorem 3.1. Assume (p, q) is a pair of conjugate exponents, that is, 1 ≤ p, q ≤ ∞, 1/ p + 1/q = 1. Let | f (n) | p : [a,b] → R be an R-integrable function for some n > 1. Then, for x ∈ [a,b], the following inequality holds: b f (x) − w(t) f (t)dt + Tw,n (x) a q 1/q b b 1 Pw (x,t)(t − y)n−2 k(y,t)dt d y f (n) p . ≤ (n − 2)!(b − a) a a (3.2) b b The constant (1/(n − 2)!(b − a))( a | a Pw (x,t)(t − y)n−2 k(y,t)dt |q d y)1/q is sharp for 1 < p ≤ ∞ and is the best possible for p = 1. Proof. From Theorem 2.1 we have (x − y)n−1 k(y,x) − b a w(t)(t − y)n−1 k(y,t)dt = (n − 1) b a Pw (x,t)(t − y)n−2 k(y,t)dt. (3.3) b We denote C1 (y) = (1/(n − 2)!(b − a)) a Pw (x,t)(t − y)n−2 k(y,t)dt. We use identity (2.1) and apply the Hölder inequality to obtain b f (x) − w(t) f (t)dt + Tw,n (x) a 1/q b b q (n) (n) f . C1 (y) d y = C1 (y) f (y)d y ≤ p a a (3.4) b For the proof of the sharpness of the constant ( a |C1 (y)|q d y)1/q , we will find a function f for which the equality in (3.2) is obtained. For 1 < p < ∞, take f to be such that 1/(p−1) f (n) (y) = sgn C1 (y) · C1 (y) . (3.5) For p = ∞, take f (n) (y) = sgn C1 (y). (3.6) 74 The extension of Montgomery identity For p = 1, we will prove that b b (n) (n) C1 (y) f (y)dt ≤ max C1 (y) f (y) d y a y ∈[a,b] a (3.7) is the best possible inequality. Suppose that |C1 (y)| attains its maximum at y0 ∈ [a,b]. First we assume that C1 (y0 ) > 0. For ε small enough, define fε (y) by 0, 1 a ≤ y ≤ y0 , n fε (y) = εn! y − y0 , n −1 1 y − y0 , n! y0 ≤ y ≤ y0 + ε, (3.8) y0 + ε ≤ y ≤ b. Then, for ε small enough, y +ε b y0 +ε 1 1 0 (n) C1 (y) f (y)d y = C1 (y) d y C1 (y)d y. = a y0 ε ε y0 (3.9) Now, from inequality (3.7) we have 1 ε y0 +ε y0 C1 (y)d y ≤ C1 y0 y0 +ε y0 1 d y = C1 y0 . ε (3.10) Since 1 ε→0 ε lim y0 +ε y0 C1 (y)d y = C1 y0 , (3.11) the statement follows. In case C1 (y0 ) < 0, we take n−1 1 y − y0 − ε , n! fε (y) = − 1 y − y0 − εn , εn! 0, and the rest of the proof is the same as above. a ≤ y ≤ y0 , y0 ≤ y ≤ y0 + ε, (3.12) y0 + ε ≤ y ≤ b, A. Aglić Aljinović et al. 75 Remark 3.2. For w(t) = 1/(b − a), n = 2, and q = 1 in Theorem 3.1, we get b 1 a+b f (x) − f (t)dt − x − f (b) − f (a) b−a a 2 b b 1 1 (x − y)k(y,x) − (t − y)k(y,t)dt d y f ∞ ≤ b−a a b−a a b (y − a)(b − y) 1 (x − y)k(y,x) − d y f = ∞ b−a a 2 b x 1 (y − a)(2x − y − b)d y + (b − y)(−2x + y + a)d y f = ∞ 2(b − a) a x 1 4 3 1 f , = δ (x) − δ 2 (x) + ∞ 3 2 24 (3.13) where δ(x) = |x − (a + b)/2|. If instead of q = 1 (p = ∞) we put p = 1, then, similarly we have b 1 a+b f (x) − f (t)dt − x − f (b) − f (a) b−a a 2 1 ≤ max max (y − a)(2x − y − b), max (b − y)(−2x + y + a) f 1 2(b − a) y ∈[a,x] y ∈[x,b] 1 1 a + b 2 1 f 1 . = −2 x− + 4 4 4 2 (3.14) These two inequalities are proved in [5]. Corollary 3.3. Suppose that all the assumptions of Theorem 3.1 hold. Then the following inequality holds: b f (x) − w(t) f (t)dt + Tw,n (x) a 1/q b (n) q 1 f . ≤ (b − y)(y − a)n−1 + (y − a)(b − y)n−1 d y p (n − 1)!(b − a) a (3.15) 76 The extension of Montgomery identity Proof. Since 0 ≤ W(t) ≤ 1, t ∈ [a,b], so |Pw (x,t)| ≤ 1. Then, for every y ∈ [a,b], we have b Pw (x,t)(t − y)n−2 k(y,t)dt a b Pw (x,t)(t − y)n−2 k(y,t)dt ≤ a ≤ b (t − y)n−2 k(y,t)dt a = = y a (y − t) n −2 (b − y)dt + (3.16) b y (t − y) n −2 (y − a)dt 1 (b − y)(y − a)n−1 + (y − a)(b − y)n−1 . n−1 So, q 1/q b b Pw (x,t)(t − y)n−1 k(y,t)dt d y a a ≤ 1 n−1 b a (b − y)(y − a)n−1 + (y − a)(b − y) n −1 q 1/q (3.17) dt and, by applying (3.2), the inequality is proved. Remark 3.4. Inequality (3.15) reduces to the following: for n = 2, b f (x) − w(t) f (t)dt + Tw,2 (x) a ≤ 2 b b−a a q 1/q q (b − y) (y − a) d y = 2(b − a)(q+1)/q 1 0 f 1/q (1 − s)q sq ds p f (3.18) p = 2(b − a)(q+1)/q B(q + 1, q + 1)1/q f p . For n = 3, b f (x) − w(t) f (t)dt + Tw,3 (x) a ≤ = 1 b 2(b − a) a q 1/q q q (b − y) (y − a) (b − a) d y 1 (b − a)(2q+1)/q B(q + 1, q + 1)1/q f p . 2 f p (3.19) A. Aglić Aljinović et al. 77 Remark 3.5. If we use the identities (2.14) and (2.15) for n = 2 and w(t) = 1/(b − a), t ∈ [a,b], and then apply the Hölder inequality with p = ∞, q = 1, we will obtain b f (a) + f (b) (b − a)2 1 f , ≤ − f (t)dt ∞ 2 b−a a 12 a+b (b − a)2 b 1 f . f ≤ f (t)dt − ∞ 2 b−a a 24 (3.20) By doing the same for n = 3, we have b f (a) + f (b) 1 b −a (b − a)3 f , ≤ − f (t)dt − f (b) − f (a) ∞ 2 b−a a 12 192 a+b b b −a 1 (b − a)3 f . f − f (t)dt + f (b) − f (a) ≤ ∞ 2 b−a a 24 192 (3.21) The first two inequalities were obtained in [4] and the last two in [2]. 4. Estimations of the difference of two weighted integral means In this section, we will denote, for n > 1, [a,b] (x) = Tw,n n −1 k =1 Fk[a,b] (x) − n −1 b k =1 a w(t)Fk[a,b] (t)dt, (4.1) for a function f : [a,b] → R such that f (n−1) is an absolutely continuous function on [a,b]. The following results are generalizations of the results from [3] in two cases. The first case is when [c,d] ⊆ [a,b] and the second is when [a,b] ∩ [c,d] = [c,b]. Other two possible cases, when [a,b] ∩ [c,d] = ∅ ([a,b] ⊂ [c,d] and [a,b] ∩ [c,d] = [a,d]) are simply got by change a ↔ c, b ↔ d. Theorem 4.1. Let f : [a,b] ∪ [c,d] → R be such that f (n−1) is an absolutely continuous function on [a,b] for some n > 1, and let w : [a,b] → [0, ∞ and u : [c,d] → [0, ∞ be some probability density functions. Then, if [a,b] ∩ [c,d] = ∅ and x ∈ [a,b] ∩ [c,d], b a w(t) f (t)dt − d c [a,b] [c,d] u(t) f (t)dt − Tw,n (x) + Tu,n (x) = max{b,d} min{a,c} Kn (x, y) f (n) (y)d y, (4.2) 78 The extension of Montgomery identity where, in case [c,d] ⊆ [a,b], b −1 n−2 [a,b] Pw (x,t)(t − y) k (y,t)dt , (n − 2)!(b − a) a b −1 n−2 [a,b] P (x,t)(t − y) k (y,t)dt (n − 2)!(b − a) a w Kn (x, y) = d 1 n −2 [c,d] + Pu (x,t)(t − y) k (y,t)dt , (n − 2)!(d − c) c b −1 n − 2 [a,b] Pw (x,t)(t − y) k (y,t)dt , (n − 2)!(b − a) a y ∈ [a,c], (4.3) y ∈ c,d], y ∈ d,b], and in case [a,b] ∩ [c,d] = [c,b], b −1 n−2 [a,b] P (x,t)(t − y) k (y,t)dt , w (n − 2)!(b − a) a b −1 n−2 [a,b] P (t)(t − y) k (y,t)dt (n − 2)!(b − a) a w Kn (x, y) = d 1 n −2 [c,d] + (y,t)dt , (n − 2)!(d − c) c Pu (t)(t − y) k d 1 n−2 [c,d] P (t)(t − y) k (y,t)dt , u (n − 2)!(d − c) c y ∈ [a,c], (4.4) y ∈ c,b], y ∈ b,d]. Proof. We subtract identity (2.1) for intervals [a,b] and [c,d] to get formula (4.2). Theorem 4.2. Assume (p, q) is a pair of conjugate exponents, that is, 1 ≤ p, q ≤ ∞, 1/ p + 1/q = 1. Let | f (n) | p : [a,b] → R be an R-integrable function for some n > 1. Then d b [a,b] [c,d] w(t) f (t)dt − u(t) f (t)dt − Tw,n (x) + Tu,n (x) a c 1/q max{b,d} (n) Kn (x, y)q d y f ≤ (4.5) p min{a,c} max{b,d} for every x ∈ [a,b] ∩ [c,d]. The constant ( min{a,c} |Kn (x, y)|q d y)1/q in inequality (4.5) is sharp for 1 < p ≤ ∞ and is the best possible for p = 1. Proof. Use identity (4.2) and apply the Hölder inequality to obtain d b [a,b] [c,d] w(t) f (t)dt − u(t) f (t)dt − Tw,n (x) + Tu,n (x) a c (4.6) 1/q max{b,d} max{b,d} (n) q (n) Kn (x, y) f (y)d y ≤ Kn (x, y) d y f , ≤ p min{a,c} min{a,c} A. Aglić Aljinović et al. 79 which proves inequality (4.5). The proofs for sharpness and best possibility are as in Theorem 3.1. Corollary 4.3. Suppose that all the assumptions of Theorem 4.2 hold. Then, for x ∈ [a,b] ∩ [c,d], d b [a,b] [c,d] w(t) f (t)dt − u(t) f (t)dt − Tw,n (x) + T (x) u,n a c 1/q max{b,d} (n) n−1 2 q n −1 f . (y − a) dy ≤ + max{b,d} − y p (n − 1)! a (4.7) Proof. We have −1 Kn (x, y) = (n − 2)! max{b,d} min{a,c} k[a,b] (y,t) k[c,d] (y,t) Pw (x,t) − Pu (x,t) (t − y)n−2 dt b−a d−c (4.8) because Pw (x,t) = 0, for x ∈ / [a,b] and Pu (x,t) = 0, for x ∈ / [c,d]. Since −1 ≤ Pw (x,t),Pu (x,t), k[a,b] (y,t) k[c,d] (y,t) ≤ 1, , b−a d−c (4.9) we get k[a,b] (y,t) k[c,d] (y,t) Pw (x,t) ≤ 2, − Pu (x,t) b−a d−c (4.10) and then we have Kn (x, y) ≤ 2 (n − 2)! max{b,d} a |t − y |n−2 dt = 2 (y − a)n−1 + max{b,d} − y (n − 1)! n−1 . (4.11) References [1] [2] [3] [4] [5] [6] A. A. Aljinović, J. Pečarić, and I. Perić, Estimates of the difference between two weighted integral means via weighted Montgomery identity, Math. Inequal. Appl. 7 (2004), no. 3, 315–336. A. A. Aljinović and J. Pečarić, The weighted Euler identity, to appear in Math. Inequal. Appl. N. S. Barnett, P. Cerone, S. 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(1976), no. 544– 576, 155–158. D. S. Mitrinović, J. E. Pečarić, and A. M. Fink, Inequalities for Functions and Their Integral and Derivatives, Kluwer Academic Publishers, Dordrecht, 1994. A. Ostrowski, Über die Absolutabweichung einer differentiebaren funktion von ihren integralmittelwert, Comment. Math. Helv. 10 (1938), 226–227 (German). J. Pečarić, I. Perić, and A. Vukelić, Estimations of the difference of two integral means via Eulertype identities, Math. Inequal. Appl. 7 (2004), no. 3, 365–378. J. E. Pečarić, On the Čebyšev inequality, Bul. Şti. Tehn. Inst. Politehn. “Traian Vuia” Timişoara 25(39) (1980), no. 1, 5–9. A. Aglić Aljinović: Department of Applied Mathematics, Faculty of Electrical Engineering and Computing, University of Zagreb, Unska 3, 10000 Zagreb, Croatia E-mail address: andrea@zpm.fer.hr J. Pečarić: Department of Mathematics, Faculty of Textile Technology, University of Zagreb, Pierottijeva 6, 10000 Zagreb, Croatia E-mail address: pecaric@hazu.hr A. Vukelić: Mathematics Department, Faculty of Food Technology and Biotechnology, University of Zagreb, Pierottijeva 6, 10000 Zagreb, Croatia E-mail address: avukelic@pbf.hr