Some inequalities for characteristic density functions with bounded variation

MaRDI QIDQ700467zbMATH OpenFDO

Authors V. G. Ushakov, Nikolai G. Ushakov

Publication date 21 October 2002

Published in Moscow University Computational Mathematics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

probability distributionvariationvertex

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Inequalities; stochastic orderings (60E15)

Review text

Let \(p(x)\) be a probability distribution with the bounded variation \(V(p)\). Then its characteristic function \(f(t)\) satisfies the following inequalities \[ |f(t)|\leq\sin(t/V(p))/(t/V(p)),\;|t|\leq\pi V(p),\quad\text{and}\quad |f(t)|\leq V(p)/t,\;t\neq 0. \]

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