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Contemporary Mathematics and Its Applications, 2015, Volume 98, Pages 149–157 (Mi cma401)  
On extremal properties of mean values of continuous random variables and relations between them

V. L. Khatskevich

Voronezh State University
Full-text PDF (136 kB)
Abstract: In this paper, we introduce the notions of separating value and tantiles of continuous random variables and examine their extremal properties and extremal properties of quantiles. We obtain estimates for the differences between expected values, medians, and separating values of continuous random variables.
English version:
Journal of Mathematical Sciences, 2017, Volume 221, Issue 2, Pages 304–312
DOI: https://doi.org/10.1007/s10958-017-3242-6
Document Type: Article
UDC: 519.2
Language: Russian
Citation: V. L. Khatskevich, “On extremal properties of mean values of continuous random variables and relations between them”, Contemporary Mathematics and Its Applications, 98 (2015), 149–157; Journal of Mathematical Sciences, 221:2 (2017), 304–312
Citation in format AMSBIB
\Bibitem{Kha15}
\by V.~L.~Khatskevich
\paper On extremal properties of mean values of continuous random variables and relations between them
\jour Contemporary Mathematics and Its Applications
\yr 2015
\vol 98
\pages 149--157
\mathnet{http://mi.mathnet.ru/cma401}
\transl
\jour Journal of Mathematical Sciences
\yr 2017
\vol 221
\issue 2
\pages 304--312
\crossref{https://doi.org/10.1007/s10958-017-3242-6}
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