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