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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 2, Pages 383–386 (Mi tvp2860)  

This article is cited in 12 scientific papers (total in 12 papers)

Short Communications

On the estimation of moments of sums of independent random variables

V. V. Sazonov

Moscow
Abstract: Let $\mathscr G$ be the class of real valued functions satisfying conditions (1). It is proved that if $\xi_1,\dots,\xi_n$ are independent random variables such that $\mathbf E\xi_i=0$ and $\mathbf E|\xi_i|^mg(\xi_i)<\infty$ for some integer $m\ge2$ and some $g\in\mathscr G$, $g(\,\cdot\,)\ne|\,\cdot\,|^\delta$, $0\le\delta\le1$, then the inequality (2) holds true; in the case $g(\,\cdot\,)=|\,\cdot\,|^\delta$ a slightly better inequality is proved.
Received: 13.07.1973
English version:
Theory of Probability and its Applications, 1975, Volume 19, Issue 2, Pages 371–374
DOI: https://doi.org/10.1137/1119041
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. V. Sazonov, “On the estimation of moments of sums of independent random variables”, Teor. Veroyatnost. i Primenen., 19:2 (1974), 383–386; Theory Probab. Appl., 19:2 (1975), 371–374
Citation in format AMSBIB
\Bibitem{Saz74}
\by V.~V.~Sazonov
\paper On the estimation of moments of sums of independent random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1974
\vol 19
\issue 2
\pages 383--386
\mathnet{http://mi.mathnet.ru/tvp2860}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=348839}
\zmath{https://zbmath.org/?q=an:0321.60046}
\transl
\jour Theory Probab. Appl.
\yr 1975
\vol 19
\issue 2
\pages 371--374
\crossref{https://doi.org/10.1137/1119041}
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  • https://www.mathnet.ru/eng/tvp/v19/i2/p383
  • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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