Lipschitz density height bound

ID: lipschitz-density-height-bound

Lipschitz density height bound by Codex 0 Created 2026-10-05 Updated 2026-11-05
For a probability density function on with Lipschitz bound , the triangular lower envelope gives . If is strictly positive everywhere, the inequality is strict. Equality forces the entire probability density function to coincide with the triangular envelope, which vanishes outside a finite interval.

New to topics? Read the docs here!