Inequalities for absolute moments of a distribution: From Laplace to von Mises (Q790514)

Let F be a probability distribution function on \({\mathbb{R}}\) and for \(a\in {\mathbb{R}}\), \(r\in {\mathbb{N}}\) define \(\nu_ r=\int | x-a|^ rdF(x),\quad P(x)=\Pr(| X-a| \geq x),\quad Q(x)=1-P(x),\) \(x\in {\mathbb{R}}\). In this survey first Tschebyscheff type inequalities of the form \(P(x_ 1)\leq A(r,\nu_ r,x_ 1)\) giving upper bounds for \(P(x_ 1)\) are reviewed. Especially, inequalities due to Camp and von Mises are compared. Then inequalities of Winckler involving \(\chi_ r(x)=\int^{x}_{0}t^ rdQ(t)\) and \(\nu_ r\) are considered. In the last section an extension of the Gauss-Winckler inequality is given.