Optimal constants in the Rosenthal inequality for random variables with zero odd moments
We obtain estimates for the best constant in the Rosenthal inequality for independent random variables [xi]1,...,[xi]n with l zero first odd moments, l[greater-or-equal, slanted]1. The estimates are sharp in the extremal cases l=1 and l=m, that is, in the cases of random variables with zero mean and random variables with m zero first odd moments.
Year of publication: |
2008
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Authors: | Ibragimov, Marat ; Ibragimov, Rustam |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 2, p. 186-189
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Publisher: |
Elsevier |
Keywords: | Rosenthal inequality Moment inequalities Best constants |
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