All Questions
4 questions
4
votes
0
answers
146
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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 ...