Some Remarks on Lower Bounds of Chebyshev’s Type for Half-lines

نویسندگان

  • F. D. LESLEY
  • V. I. ROTAR
چکیده

We prove that for any r.v. X such thatE{X} = 0, E{X} = 1, andE{X} = μ, and for any ε ≥ 0 P (X ≥ ε) ≥ K0 μ − K1 √ μ ε+ K2 μ √ μ ε, where absolute constants K0 = 2 √ 3 − 3 ≈ 0.464, K1 = 1.397, and K2 = 0.0231. The constant K0 is sharp for μ ≥ 3 3+1 ≈ 1.09. Some other bounds and examples are given.

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تاریخ انتشار 2003