A generalization of Lévy's concentration-variance inequality (Q1824270)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A generalization of Lévy's concentration-variance inequality |
scientific article |
Statements
A generalization of Lévy's concentration-variance inequality (English)
0 references
1990
0 references
Sharp lower bounds are found for the concentration of a probability distribution as a function of the expectation of any given convex symmetric function \(\phi\). In the case \(\phi (x)=(x-c)^ 2\), where c is the expected value of the distribution, these bounds yield the classical concentration-variance inequality of Lévy. An analogous sharp inequality is obtained in a similar linear search setting, where a sharp lower bound for the concentration is found as a function of the maximum probability swept out from a fixed starting point by a path of given length.
0 references
Levy concentration function
0 references
linear search problem
0 references
concentration- variance inequality
0 references