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4 votes
0 answers
146 views

An inequality for three iid random variables with a log-concave density

It was previously shown that $$H\ge cG,\tag{1}$$ where $c:=1/14334$, $$G:=E|X-Y|,\quad H:=E|X-Y|-\tfrac12\,E|X+Y-2Z|,$$ and $X,Y,Z$ are independent random variables with the same log-concave density. ...
0 votes
1 answer
159 views

Best bounds on the integral of an increasing function

The following question, somewhat edited here, was asked and then closed at The best bound of the integral of a nondecreasing real function in a closed interval. Let $F\colon[0,1]\to[0,1]$ be a ...
4 votes
3 answers
161 views

Find distribution that minimises a function of its moments

Imagine a probability density function $f(x)$, defined for positive $x$, and let's note its $n$th non-centred moment $x_{n}$. The mean $x_{1}$ is fixed (and positive). How can I find $f(x)$ that ...
9 votes
1 answer
395 views

An inequality on the simplex involving $x^x$

Is anything known about the behavior of the function $$f(x)=\prod_{i=1}^n x_i^{x_i}$$ on the standard simplex, i.e. the set $\{x\in\mathbb{R}^n:\sum_{i=1}^n x_i=1, x_i\geq0\}$? I ask because I have ...