An alternative proof of Gauss's inequalities

DOI10.1007/S10559-023-00557-3MaRDI QIDQ6046243zbMATH OpenOpenAlexFDO

Authors L. S. Stoikova

Publication date 10 May 2023

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-023-00557-3

zbMATH Keywords

Camp-Meidell's inequalitiesclass of unimodal distribution functionsextreme valueGauss's inequalitieslinear functional

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Inequalities; stochastic orderings (60E15)

Review text

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 \(r\geq2\).

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Cites work

• Exact estimates for some linear functionals of unimodal distribution functions under incomplete information
• Exact estimates of the probability of a non-negative unimodal random value hitting special intervals under incomplete information
• scientific article; zbMATH DE number 3561857 (Why is no real title available?)
• scientific article; zbMATH DE number 3215084 (Why is no real title available?)
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Cited in

(8)

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• Exact estimates of the probability of a random variable falling into a specified interval in one class of unimodal distributions
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