On an extreme two-point distribution
| Autor: | Chebotarev, V. I., Kondrik, A. S., Mikhaylov, K. V. |
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| Rok vydání: | 2007 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | A bound for functional $\Delta(F)=\sup_{x\in\mathbb R}|F(x)-\Phi(x)|$ is obtained, which is uniform for all distribution functions $F$ of random variables with zero mean-value and unity variance. Moreover, a two-point distribution is found, for which this bound is reached. Comment: 4 pages, 3 figures |
| Databáze: | arXiv |
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