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On an extremal problem for probability distributions - MaRDI portal

On an extremal problem for probability distributions (Q1810152)

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scientific article; zbMATH DE number 1928231
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English
On an extremal problem for probability distributions
scientific article; zbMATH DE number 1928231

    Statements

    On an extremal problem for probability distributions (English)
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    15 June 2003
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    The author considers a class of probability density functions (PDFs) formed by multiplying a given PDF by positive functions. It is shown that the upper bound of the variance of this class is attained for a piecewise constant function shaped as a rectangular trough.
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    extremal variance
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    convexity
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    evolutional biology
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