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The minimum probability on an interval when the mean and variance are known

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Abstract

This paper studies the minimum probability that distributions on a closed, bounded, non-degenerate interval can assign to its open sub-intervals when both the mean and variance are specified. It extends to this case Selberg's generalization of Tchebycheff's inequality.

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References

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Authors and Affiliations

  1. University of Massachusetts, Massachusetts, USA

    Morris Skibinsky

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  1. Morris Skibinsky
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Skibinsky, M. The minimum probability on an interval when the mean and variance are known. Ann Inst Stat Math 32, 377–385 (1980). https://doi.org/10.1007/BF02480342

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  • DOI: https://doi.org/10.1007/BF02480342

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