Abstract:
Let $s$ be any given real number. An explicit construction is provided of
random variables (r.v.'s) $X$ and $Y$ such that $\sup\mathbf{P}(X+Y\ge s)$ is
attained, where the $\sup$ is taken over all r.v.'s $X$ and $Y$ with given
distributions.
Keywords:sums of random variables, tails of distributions, probability inequalities, extremal problems.