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.

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Year of publication:	2008
Authors:	Ibragimov, Marat ; Ibragimov, Rustam
Institutions:	Department of Economics, Harvard University

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Extent:	application/pdf
Series:	Scholarly Articles.
Type of publication:	Book / Working Paper
Notes:	Published in Statistics and Probability Letters
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010859074