The best constant in the Rosenthal inequality for nonnegative random variables

R. Ibragimov and Sh. Sharakhmetov

Statistics & Probability Letters, 2001, vol. 55, issue 4, 367-376

Abstract: In the present paper, we obtain the explicit expression for the best constant in the Rosenthal inequality for nonnegative random variables.

Keywords: Moment; inequalities; Nonnegative; random; variables; Best; constant (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (4)

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