Some inequalities for characteristic density functions with bounded variation (Q700467)

From MaRDI portal





scientific article; zbMATH DE number 1818146
Language Label Description Also known as
English
Some inequalities for characteristic density functions with bounded variation
scientific article; zbMATH DE number 1818146

    Statements

    Some inequalities for characteristic density functions with bounded variation (English)
    0 references
    0 references
    0 references
    21 October 2002
    0 references
    Let \(p(x)\) be a probability distribution with the bounded variation \(V(p)\). Then its characteristic function \(f(t)\) satisfies the following inequalities \[ |f(t)|\leq\sin(t/V(p))/(t/V(p)),\;|t|\leq\pi V(p),\quad\text{and}\quad |f(t)|\leq V(p)/t,\;t\neq 0. \]
    0 references
    probability distribution
    0 references
    vertex
    0 references
    variation
    0 references

    Identifiers