ESTIMATION OF MOMENTS OF SUMS OF INDEPENDENT REAL RANDOM-VARIABLES

Authors
Citation
R. Latala, ESTIMATION OF MOMENTS OF SUMS OF INDEPENDENT REAL RANDOM-VARIABLES, Annals of probability, 25(3), 1997, pp. 1502-1513
Citations number
10
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
25
Issue
3
Year of publication
1997
Pages
1502 - 1513
Database
ISI
SICI code
0091-1798(1997)25:3<1502:EOMOSO>2.0.ZU;2-P
Abstract
For the sum S = Sigma X-i of a sequence (X-i) of independent symmetric (or nonnegative) random variables, we give lower and upper estimates of moments of S. The estimates are exact, up to some universal constan ts, and extend the previous results for particular types of variables X-i.