On an extreme two-point distribution
Probability
2007-10-19 v1
Abstract
A bound for functional is obtained, which is uniform for all distribution functions of random variables with zero mean-value and unity variance. Moreover, a two-point distribution is found, for which this bound is reached.
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