Title of article :
Some inequalities for characteristic functions
Author/Authors :
Chin-Yuan Hu، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2005
Abstract :
In a recent paper, Matysiak and Szablowski [V. Matysiak, P.J. Szablowski, Theory Probab. Appl.
45 (2001) 711–713] posed an interesting conjecture about a lower bound of real-valued characteristic
functions. Under a suitable moment condition on distributions, we prove the conjecture to be true.
The unified approach proposed here enables us to obtain new inequalities for characteristic functions.
We also show by example that the improvement in the bounds is significant if more information about
the distribution is available.
2005 Elsevier Inc. All rights reserved.
Keywords :
Inequality , characteristic function , Differential inequality , Linear regression of a random variable
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications