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Exact Rosenthal-type inequalities for p=3, and related results

Article ID Journal Published Year Pages File Type
1152009 Statistics & Probability Letters 2013 4 Pages PDF
Abstract
An exact Rosenthal-type inequality for the third absolute moments is given, as well as a number of related results. Such results are useful in applications to Berry-Esseen bounds.
Keywords
60E15Sums of independent random variablesProbability inequalities
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Exact Rosenthal-type inequalities for p=3, and related results
Authors
Iosif Pinelis,
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Journal
Statistics & Probability Letters
Journal: Statistics & Probability Letters
Related Categories
60E15
Sums of independent random variables
Probability inequalities
Algebra and Number Theory
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Applied Mathematics
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