Optimal constants in the Rosenthal inequality for random variables with zero odd moments

Marat Ibragimov and Rustam Ibragimov

Statistics & Probability Letters, 2008, vol. 78, issue 2, 186-189

Abstract: We obtain estimates for the best constant in the Rosenthal inequality for independent random variables [xi]1,...,[xi]n with l zero first odd moments, l[greater-or-equal, slanted]1. The estimates are sharp in the extremal cases l=1 and l=m, that is, in the cases of random variables with zero mean and random variables with m zero first odd moments.

Keywords: Rosenthal; inequality; Moment; inequalities; Best; constants (search for similar items in EconPapers)
Date: 2008
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Working Paper: Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments (2008)
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