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Lipschitz density height bound

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Continuous probability distribution Probability density function
2026-10-05  0 By others on same topic  0 Discussions Create my own version
For a probability density function f on R with Lipschitz bound L>0, the triangular lower envelope f(x+u)≥(f(x)−L∣u∣)+​ gives f(x)2≤L. If f 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.

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  • Inverse probability content bound for a Lipschitz density
  • Past exam of the mathematics course of the University of Cambridge / 2018 / iii / Paper 210 / 1 / Solution

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