Abstract:
Let $E$ be the unit distribution function
$$
E(x)=
\begin{cases}
0,&x\le0
\\
1,&x>0
\end{cases}
$$
and $F=F_1*F_2$ be a distribution function such that in the uniform metric
$$
\rho(F,E)\le\varepsilon\le1/4.
$$
Let $F_1$ have median 0. We show that
$$
\rho(F_1,E)\le\frac{1-\sqrt{1-4\varepsilon}}2.
$$
and this estimate can not be improved.