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Estimates of the moments of sums of independent random variables. (English. Russian original) Zbl 0566.60017

Theory Probab. Appl. 29, 574-577 (1985); translation from Teor. Veroyatn. Primen. 29, No. 3, 554-557 (1984).
Let \(X_ i\), \(i\geq 1\), be independent random variables with zero mean, \(S_ n=X_ 1+...+X_ n\), \(A_{t,n}=E(| X_ 1|^ t+...+| X_ n|^ t)\), \(B_ n=A^{1/2}_{2,n}\). An exact (but complicated) upper bound for \(E| S_ n|^ t\) is given in terms of \(A_{t,n}\) and \(B_ n\). The optimality of other earlier proved (and more simple) upper bounds for \(E| S_ n|^ t\) is investigated.
Reviewer: B.Kryžienė

MSC:

60E15 Inequalities; stochastic orderings
60G50 Sums of independent random variables; random walks
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