A Sharp Estimate for Probability Distributions
Probability
2018-02-16 v3
Abstract
We consider absolutely continuous probability distributions on . A result of Feldheim and Feldheim shows, among other things, that if the distribution is not compactly supported, then there exist such that most events in are comprised of a 'small' term satisfying and a 'large' term satisfying (as opposed to two 'large' terms that are both larger than ) The result fails if the distribution is compactly supported. We prove where denotes the median. Interestingly, the logarithm is necessary and the result is sharp up to constants; we also discuss some open problems.
Cite
@article{arxiv.1801.00663,
title = {A Sharp Estimate for Probability Distributions},
author = {Stefan Steinerberger},
journal= {arXiv preprint arXiv:1801.00663},
year = {2018}
}