Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments
We obtain estimates for the best constant in the Rosenthal inequality View the MathML source for independent random variables Î¾1,â€¦,Î¾n with l zero first odd moments, lgreater-or-equal, slanted1. 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.
|Date of creation:||2008|
|Publication status:||Published in Statistics and Probability Letters|
|Contact details of provider:|| Postal: Littauer Center, Cambridge, MA 02138|
Web page: http://www.economics.harvard.edu/
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- Ibragimov, R. & Sharakhmetov, Sh., 2001. "The best constant in the Rosenthal inequality for nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 367-376, December.
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