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An extremal property of the uniform distribution and some of its consequences. (English. Russian original) Zbl 0967.60012

Theory Probab. Appl. 44, No. 3, 583-588 (1999); translation from Teor. Veroyatn. Primen. 44, No. 3, 646-650 (1999).
Summary: An extremal property of monotone function mean value of random variables with uniformly bounded densities is established. As a consequence, optimal upper bounds are obtained for characteristic functions of such a type of random variables.

MSC:

60E10 Characteristic functions; other transforms
60E15 Inequalities; stochastic orderings
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