Reversion of Chebyshev's inequality
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 873-878
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Without using complex analysis, we deduce a lower estimate for the distribution tail of a random variable in terms of its moment-generating function.
Keywords:
moment-generating function, Young–Fenchel transformation.
@article{TVP_1995_40_4_a11,
author = {D. R. Bagdasarov and E. I. Ostrovskii},
title = {Reversion of {Chebyshev's} inequality},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {873--878},
year = {1995},
volume = {40},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a11/}
}
D. R. Bagdasarov; E. I. Ostrovskii. Reversion of Chebyshev's inequality. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 4, pp. 873-878. http://geodesic.mathdoc.fr/item/TVP_1995_40_4_a11/