Optimal constants in the Marcinkiewicz–Zygmund inequalities

Dietmar Ferger

Statistics & Probability Letters, 2014, vol. 84, issue C, 96-101

Abstract: We give the optimal constants in the Marcinkiewicz–Zygmund inequalities for symmetric summands. As an application we substantially improve the estimates of Ren and Liang (2001) in the Marcinkiewicz–Zygmund–Hölder inequality and identify the best possible constants in the symmetric case.

Keywords: Moment bounds; Khintchine inequalities; Symmetrization (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:84:y:2014:i:c:p:96-101

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DOI: 10.1016/j.spl.2013.09.029

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