|
Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 4, Pages 873–878
(Mi tvp3678)
|
|
|
|
This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
Reversion of Chebyshev's inequality
D. R. Bagdasarov, E. I. Ostrovskiia a Obninsk Institute for Nuclear Power Engineering, The Faculty of Cybernetics
Abstract:
Without using complex analysis, we deduce a lower estimate for the distribution tail of a random variable in terms of its moment-generating function.
Keywords:
moment-generating function, Young–Fenchel transformation.
Received: 10.08.1992
Citation:
D. R. Bagdasarov, E. I. Ostrovskii, “Reversion of Chebyshev's inequality”, Teor. Veroyatnost. i Primenen., 40:4 (1995), 873–878; Theory Probab. Appl., 40:4 (1995), 737–742
Linking options:
https://www.mathnet.ru/eng/tvp3678 https://www.mathnet.ru/eng/tvp/v40/i4/p873
|
Statistics & downloads: |
Abstract page: | 250 | Full-text PDF : | 118 | First page: | 16 |
|