Prove that for any real characteristic function (varphi(t)) the inequality [ 1-varphi(2 t) leqslant 4{(1-varphi(t)} ] holds

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Prove that for any real characteristic function \(\varphi(t)\) the inequality

\[ 1-\varphi(2 t) \leqslant 4\{(1-\varphi(t)\} \]


holds and, hence, for any characteristic function the inequality \[ 1-|f(2 t)|^{2} \leqslant 4\left\{1-|f(t)|^{2}\right\} \]
also holds.

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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