Lower and upper bounds for characteristic functions (Q1368802)

From MaRDI portal





scientific article; zbMATH DE number 1068213
Language Label Description Also known as
default for all languages
No label defined
    English
    Lower and upper bounds for characteristic functions
    scientific article; zbMATH DE number 1068213

      Statements

      Lower and upper bounds for characteristic functions (English)
      0 references
      0 references
      2 December 1998
      0 references
      Some lower and upper bounds for characteristic functions are sharpened and some new ones are derived. For example, let \(X\) be a random variable with density function \(p(x)\) and characteristic function \(f(t)\). If \(| X|\leq c\) with probability 1 and \(p(x)\leq A\) for all \(x\) \((c\) and \(A\) are constants), then \(| f(t)|\leq 1-1/12A^2c^2\) for \(| t|> \pi/2c\).
      0 references
      characteristic function
      0 references
      limit theorems
      0 references
      stability problems
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers