Title of article
Some inequalities for characteristic functions
Author/Authors
Chin-Yuan Hu، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2005
Pages
17
From page
336
To page
352
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
Serial Year
2005
Journal title
Journal of Mathematical Analysis and Applications
Record number
934032
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