Necessary and sufficient
conditions are obtained on a function G of bounded variation such that
ϕ(∫x(t)dG(t)) ≦∫ϕ(x(t))dG(t) for all increasing x for which x(t0) = 0 for some
specified t0, and all convex ϕ for which ϕ(0) = 0; the conditions are otherwise
independent of ϕ and x. Similar results are obtained when the inequality is reversed.
Necessary and sufficient conditions for both directions of inequality are also obtained
when ϕ is starshaped and ϕ(0) = 0.
The relationship to previous results is sketched. Applications to statistical
tolerance limits are indicated.