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We establish generalized pre-Grüss inequality for local fractional integrals. Then, we obtain some inequalities involving generalized expectation, p−moment, variance and cumulative distribution function of random variable whose probability density function is bounded. Finally, some applications for generalized Ostrowski-Grüss inequality in numerical integration are given

Some Generalized Inequalities Involving Local Fractional Integrals and their Applications for Random Variables and Numerical Integration