Abstract
In this paper, we introduce the notions of separating value and tantiles of continuous random variables and examine their extremal properties and extremal properties of quantiles. We obtain estimates for the differences between expected values, medians, and separating values of continuous random variables.
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Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 98, Geometry and Mechanics, 2015.
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Khatskevich, V.L. On Extremal Properties of Mean Values of Continuous Random Variables and Relations Between Them. J Math Sci 221, 304–312 (2017). https://doi.org/10.1007/s10958-017-3242-6
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DOI: https://doi.org/10.1007/s10958-017-3242-6