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math.PRNov 27, 2011
2
citations (OpenAlex)
authors
  • Iosif Pinelis
arXiv abstractPDF
paper

Relations between the first four moments

arXiv:1111.6220

Abstract

Let m_j denote the jth moment of a random variable X. One of the results is the inequality m_3 \leq c m_4^{3/4} with the best possible factor c over all random variables X with a non-positive mean.

2 pages

Cited by in corpus (1)

  • Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion
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