Some inequalities for characteristic density functions with bounded variation (Q700467): Difference between revisions

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Some inequalities for characteristic density functions with bounded variation
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    Some inequalities for characteristic density functions with bounded variation (English)
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    21 October 2002
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    Let \(p(x)\) be a probability distribution with the bounded variation \(V(p)\). Then its characteristic function \(f(t)\) satisfies the following inequalities \[ |f(t)|\leq\sin(t/V(p))/(t/V(p)),\;|t|\leq\pi V(p),\quad\text{and}\quad |f(t)|\leq V(p)/t,\;t\neq 0. \]
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    probability distribution
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    vertex
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    variation
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