Lower and upper bounds for characteristic functions

From MaRDI portal





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 \(| t|> \pi/2c\).











This page was built for publication: Lower and upper bounds for characteristic functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1368802)