Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155253 | Statistics & Probability Letters | 2008 | 4 Pages |
Abstract
We obtain estimates for the best constant in the Rosenthal inequality E|∑i=1nξi|2m⩽C(2m)max(∑i=1nEξi2m,(∑i=1nEξi2)m) for independent random variables ξ1,…,ξnξ1,…,ξn with ll zero first odd moments, l⩾1l⩾1. The estimates are sharp in the extremal cases l=1l=1 and l=ml=m, that is, in the cases of random variables with zero mean and random variables with mm zero first odd moments.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Marat Ibragimov, Rustam Ibragimov,