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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 339–341
(Mi tvp2355)
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This article is cited in 6 scientific papers (total in 6 papers)
Short Communications
On a Gauss inequality for the unimodal distributions
D. F. Vysočanskiĭ, Yu. I. Petunin Kiev
Abstract:
Let $\xi$ be a random variable with an unimodal distribution, $M$ be a mode of this distribution, $x_0\in(-\infty,\infty)$ and $\theta^2=\mathbf D\xi+(\mathbf E\xi-x_0)^2=\mathbf E(\xi-x_0)^2$. It is shown that for all $k\ge 2$
$$
\mathbf P\{|\xi-x_0|\ge k\theta\}\le\frac{4}{9k^2}.
$$
if the point $x_0$ separates the points $M$ and $\mathbf E\xi$ then the inequality is fulfilled for all
$k\ge\sqrt 3$.
Received: 26.03.1980
Citation:
D. F. Vysočanskiǐ, Yu. I. Petunin, “On a Gauss inequality for the unimodal distributions”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 339–341; Theory Probab. Appl., 27:2 (1983), 359–361
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https://www.mathnet.ru/eng/tvp2355 https://www.mathnet.ru/eng/tvp/v27/i2/p339
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