English

On an extreme two-point distribution

Probability 2007-10-19 v1

Abstract

A bound for functional Δ(F)=supxRF(x)Φ(x)\Delta(F)=\sup_{x\in\mathbb R}|F(x)-\Phi(x)| is obtained, which is uniform for all distribution functions FF of random variables with zero mean-value and unity variance. Moreover, a two-point distribution is found, for which this bound is reached.

Keywords

Cite

@article{arxiv.0710.3456,
  title  = {On an extreme two-point distribution},
  author = {V. I. Chebotarev and A. S. Kondrik and K. V. Mikhaylov},
  journal= {arXiv preprint arXiv:0710.3456},
  year   = {2007}
}

Comments

4 pages, 3 figures

R2 v1 2026-06-21T09:33:29.237Z