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On inequalities for values of first jumps of distribution functions and Hölder’s inequality

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  • Frolov, Andrei N.

Abstract

We derive moments inequalities for values of jumps of distribution functions at the infimum points for bounded discrete random variables. We discuss relationships of these inequalities with bounds for probabilities of unions of events and the Cauchy–Bunyakovski and Hölder inequalities.

Suggested Citation

  • Frolov, Andrei N., 2017. "On inequalities for values of first jumps of distribution functions and Hölder’s inequality," Statistics & Probability Letters, Elsevier, vol. 126(C), pages 150-156.
    • Handle: RePEc:eee:stapro:v:126:y:2017:i:c:p:150-156
    DOI: 10.1016/j.spl.2017.03.002
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    References listed on IDEAS

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    1. Endre Boros & András Prékopa, 1989. "Closed Form Two-Sided Bounds for Probabilities that At Least r and Exactly r Out of n Events Occur," Mathematics of Operations Research, INFORMS, vol. 14(2), pages 317-342, May.
    2. Frolov, Andrei N., 2012. "Bounds for probabilities of unions of events and the Borel–Cantelli lemma," Statistics & Probability Letters, Elsevier, vol. 82(12), pages 2189-2197.
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    Cited by:

    1. Frolov, Andrei N., 2021. "On upper and lower bounds for probabilities of combinations of events," Statistics & Probability Letters, Elsevier, vol. 173(C).

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