Csiszar, Villo; Móri, Tamás F.; Székely, Gábor J. - In: Statistics & Probability Letters 71 (2005) 4, pp. 323-335
For important classes of symmetrically distributed random variables X the smallest constants C[alpha] are computed on the right-hand side of Chebyshev's inequality P(X[greater-or-equal, slanted]t)[less-than-or-equals, slant]C[alpha]EX[alpha]/t[alpha]. For example if the distribution of X is a...