An exact bound on the truncated-tilted mean for symmetric distributions

Abstract

An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.

6 pages

References in corpus (1)

• Exact lower bounds on the exponential moments of Winsorized and truncated random variables