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Poincaré inequality for the uniform distribution on an interval
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Area of mathematics
Probability and statistics
Probability theory
Probability inequality
Concentration inequality
Poincaré inequality in probability theory
2026-09-28
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For the
uniform distribution
on
[
0
,
1
]
,
Var
(
f
(
U
))
≤
π
2
1
E
[
f
′
(
U
)
2
]
.
(1)
The constant
1/
π
2
is sharp and is the
mean
-zero
Poincare-Wirtinger inequality
on the interval.
Ancestors
(8)
Poincaré inequality in probability theory
Concentration inequality
Probability inequality
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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(1)
Past exam of the mathematics course of the University of Cambridge
/
2023
/
iii
/
Paper 208
/
2
/
d
/
Solution
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