On extremal properties of mean values of continuous random variables and relations between them

V. L. Khatskevich

Voronezh State University

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.

UDC: 519.2

 English version: Journal of Mathematical Sciences, 2017, 221:2, 304–312