The best constant in the Rosenthal inequality for nonnegative random variables
In the present paper, we obtain the explicit expression for the best constant in the Rosenthal inequality for nonnegative random variables.
Year of publication: |
2001
|
---|---|
Authors: | Ibragimov, R. ; Sharakhmetov, Sh. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 55.2001, 4, p. 367-376
|
Publisher: |
Elsevier |
Keywords: | Moment inequalities Nonnegative random variables Best constant |
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