Exact upper bounds of the probability of failure in a time interval in the case of incomplete information on the distribution function |
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| Authors: | L S Stoikova |
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| Affiliation: | (1) V. M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kiev, Ukraine |
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| Abstract: | Exact upper bounds are obtained for the probability F( ) - F(u), 0 < u < <  , on the set of distribution functions F(x) of nonnegative random variables with unimodal density with an arbitrary mode m  0 and one or two fixed first moments.Translated from Kibernetika i Sistemnyi Analiz, No. 5, pp. 72–83, September–October 2004. |
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| Keywords: | extremum of a linear functional unimodal densities moments Johnson-Rogers transformation failure probability in an interval |
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