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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1982 Volume 27, Issue 2, Pages 339–341 (Mi tvp2355)

This article is cited in 6 papers

Short Communications

On a Gauss inequality for the unimodal distributions

D. F. Vysočanskiĭ, Yu. I. Petunin

Kiev

Abstract: Let $\xi$ be a random variable with an unimodal distribution, $M$ be a mode of this distribution, $x_0\in(-\infty,\infty)$ and $\theta^2=\mathbf D\xi+(\mathbf E\xi-x_0)^2=\mathbf E(\xi-x_0)^2$. It is shown that for all $k\ge 2$
$$ \mathbf P\{|\xi-x_0|\ge k\theta\}\le\frac{4}{9k^2}. $$
if the point $x_0$ separates the points $M$ and $\mathbf E\xi$ then the inequality is fulfilled for all $k\ge\sqrt 3$.

Received: 26.03.1980


 English version:
Theory of Probability and its Applications, 1983, 27:2, 359–361

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