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Let $X$ be a random variable with a symmetric support $S\subset[-M,M]$ for some $M>0$. (i.e., if x is a point of increase of CDF $F_X(\cdot)$, so is $-x$.)

Has the infimum value of $c$ such that \begin{equation} X\leq_1 -X+c \end{equation} been discussed in literature? Any non-trivial upper/lower bounds on $c$?

($A\leq_1B$ means that $B$ first order dominates $A$.)

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  • $\begingroup$ Bounds (upper? lower? on $c$?) in what non-tautological terms? If $X$ is symmetric, then $c=0$. So, $c$ is a measure of asymmetry. $\endgroup$ Commented Mar 5 at 22:34
  • $\begingroup$ @IosifPinelis Yes, any upper/lower non-trivial bounds on $c$ since we already know that it is non-negative and lower than 2 times maximum of the support. (I will edit the question accordingly.) Yes, I just wanted to know if this notion of asymmetry has been investigated before. $\endgroup$
    – Ben
    Commented Mar 5 at 22:42

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$\newcommand\ep\varepsilon$Your stochastic domination condition $X\le_1-X+c$ can be written as $$P(X>x)\le P(-X+c>x)\tag{1}\label{1}$$ for all real $x$.

If $c\ge2M$, then $X\le M\le2M-X\le-X+c$, so that $X\le-X+c$ and hence $X\le_1-X+c$.

On the other hand, if $c<2M$ and $P(X=M)=1$, then $$P(X>c/2)=1\not\le0=P(X<c/2)=P(-X+c>c/2)$$ so that \eqref{1} does not hold for $x=c/2$ and hence it is not true that $X\le_1-X+c$.

(If you insist that the support of $X$ be the entire interval $[-M,M]$, just use an approximation. For instance, you can assume that $P(X\in B)=(1-\ep)\,1(M\in B)+\ep\dfrac{|B\cap[-M,M]|}{2M}$ for any $\ep\in(0,1/2]$ and all Borel subsets of $\Bbb R$, where $|\cdot|$ denotes the Lebesgue measure. Then the support of the distribution of $X$ will be the entire interval $[-M,M]$, whereas, for $c<2M$,
$$P(X>c/2)>P(X=M)=1-\ep\ge\frac12$$ and hence $$P(-X+c>c/2)=P(X<c/2)=1-P(X>c/2)<\frac12,$$ so that $P(X>c/2)>P(-X+c>c/2)$ and hence \eqref{1} does not hold for $x=c/2$. So, it is not true that $X\le_1-X+c$ if $c<2M$.)

So, the best lower bound on $c$ under the given conditions is $2M$. (There is no finite upper bound on $c$.

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