Some inequalities for absolute moments

In this note, we obtain several inequalities for absolute moments of sums and differences of independent random variables, using one representation of absolute moments in terms of the characteristic function and inequalities for characteristic functions.

MoreLess

Year of publication:	2011
Authors:	Ushakov, N.G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 12, p. 2011-2015
Publisher:	Elsevier
Subject:	Moment inequality \| Absolute moment \| Characteristic function

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571813