An extremal property of the uniform distribution and some of its consequences
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 3, pp. 646-650
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In this note an extremal property of monotone function mean value of random variables with uniformly bounded densities is established. As a consequence, optimal upper bounds are obtained for characteristic functions of such a type of random variables.
Keywords:
uniform distribution, density, moment inequalities, upper bounds, characteristic functions.
@article{TVP_1999_44_3_a9,
author = {L. V. Rozovskii},
title = {An extremal property of the uniform distribution and some of its consequences},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {646--650},
year = {1999},
volume = {44},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_3_a9/}
}
L. V. Rozovskii. An extremal property of the uniform distribution and some of its consequences. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 3, pp. 646-650. http://geodesic.mathdoc.fr/item/TVP_1999_44_3_a9/