Exact Rosenthal-type inequalities for p=3, and related results

Iosif Pinelis

Statistics & Probability Letters, 2013, vol. 83, issue 12, 2634-2637

Abstract: An exact Rosenthal-type inequality for the third absolute moments is given, as well as a number of related results. Such results are useful in applications to Berry–Esseen bounds.

Keywords: Rosenthal inequality; Bounds on moments; Sums of independent random variables; Probability inequalities (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:12:p:2634-2637

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DOI: 10.1016/j.spl.2013.08.012

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