Some refinements of probabilistic and moment inequalities
Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 4, pp. 832-838
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The probabilistic inequality established for sums of independent random variables refines one of the estimates given in the paper by D. H. Fuk and S. V. Nagaev, [Theory Probab. Appl., 16 (1971), pp. 660–675. This inequality entails, in particular, the recent results of I. Pinelis, [Ann. Probab., 7 (1979), pp. 745–789, on estimation of constants in the Rosenthal inequality.
Keywords:
Euler function, Rosenthal inequality, Chebysh evinequality, absolute moments.
Mots-clés : absolute constants
Mots-clés : absolute constants
@article{TVP_1997_42_4_a14,
author = {S. V. Nagaev},
title = {Some refinements of probabilistic and moment inequalities},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {832--838},
year = {1997},
volume = {42},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1997_42_4_a14/}
}
S. V. Nagaev. Some refinements of probabilistic and moment inequalities. Teoriâ veroâtnostej i ee primeneniâ, Tome 42 (1997) no. 4, pp. 832-838. http://geodesic.mathdoc.fr/item/TVP_1997_42_4_a14/