D. R. Bagdasarov, E. I. Ostrovskii, “Reversion of Chebyshev's inequality”, Teor. Veroyatnost. i Primenen., 1995, Volume 40, Issue 4,Pages <nobr>873

This article is cited in 3 papers

Short Communications

Reversion of Chebyshev's inequality

D. R. Bagdasarov, E. I. Ostrovskii^a

^a Obninsk Institute for Nuclear Power Engineering, The Faculty of Cybernetics

Abstract: Without using complex analysis, we deduce a lower estimate for the distribution tail of a random variable in terms of its moment-generating function.

Keywords: moment-generating function, Young–Fenchel transformation.

Received: 10.08.1992