Some inequalities for absolute moments

N.G. Ushakov

Statistics & Probability Letters, 2011, vol. 81, issue 12, 2011-2015

Abstract: In this note, we obtain several inequalities for absolute moments of sums and differences of independent random variables, using one representation of absolute moments in terms of the characteristic function and inequalities for characteristic functions.

Keywords: Moment inequality; Absolute moment; Characteristic function (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2011.08.017

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