An alternative proof of Gauss's inequalities (Q6046243)

The author gives a proof of Gauss's inequalities, giving upper bounds on \(P(\mu>t)\) for a given unimodal random variable \(\mu\) with mode 0 and fixed second moment. The distributions for which equality holds are also explicitly identified, for both the usual Gauss's inequalities and the generalized version in which the condition of a fixed second moment is replaced by a fixed \(r\)th moment for some \(r\geq2\).