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JOURNALS // Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy // Archive

Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2024 Volume 11, Issue 3, Pages 517–525 (Mi vspua313)

MATHEMATICS

On estimation of values of jumps for discrete distribution functions

A. N. Frolov

St. Petersburg State University, 7-9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation

Abstract: We obtain new inequalities for values of jumps for discrete distribution functions. Values of jumps are bounded by linear combinations of a finite number of moments of the distributions. Obtained inequalities can be used for estimation of ranges for values of improbable jumps when frequencies are zero and are not interesting as estimators. We discuss relationships of derived inequalities with inequalities for probabilities of unions of events and the Caushy-Bunyakovski and Holder inequalities as well.

Keywords: Bonferroni inequalities, probabilities of unions of events, probabilities of combinations of events, Caushy-Bunyakovski inequality, Holder inequality, value of jump of distribution function.

UDC: 519.2

MSC: 60E15, 60F15

Received: 22.11.2023
Revised: 16.02.2023
Accepted: 22.02.2024

DOI: 10.21638/spbu01.2024.308



© Steklov Math. Inst. of RAS, 2026