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  • Search: subject:"Symmetric random variable"
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Centered random variable 1 Cox–Kemperman inequalities 1 Moment inequalities 1 Symmetric random variable 1 Two-point distribution 1
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Ruzankin, P.S. 1
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Statistics & Probability Letters 1
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On Cox–Kemperman moment inequalities for independent centered random variables
Ruzankin, P.S. - In: Statistics & Probability Letters 86 (2014) C, pp. 80-84
In 1983 Cox and Kemperman proved that Ef(ξ)+Ef(η)≤Ef(ξ+η) for functions f with convex second derivative and independent centered random variables ξ and η. We suggest another proof, show that the minimal moment restrictions are sufficient, and write out a less restrictive condition on f...
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