Some inequalities for absolute moments of feasible acceptable random variables

Negar Eghbal

Statistics & Probability Letters, 2021, vol. 172, issue C

Abstract: We introduce a new class of dependent random variables based on the notion of acceptability in terms of the characteristic function. Such a view ensures that this new definition always makes sense, which is not the case for the classical acceptability given by the moment generating function. We then extend some of the results of Ushakov (2011) on inequalities for absolute moments of sums of independent random variables, for this class of dependent random variables.

Keywords: Absolute moment; Acceptable random variables; Characteristic function; Symmetric random variables (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2021.109057

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