ArticleOriginal scientific text
Title
Moment inequalities for sums of certain independent symmetric random variables
Authors 1, 2, 3
Affiliations
- Department of Mathematics, North Carolina State University, Raleigh, North Carolina 27695-8205, U.S.A.
- Department of Mathematics, University of Missouri-Columbia, Columbia, Missouri 65211, U.S.A.
- Institute of Mathematics, Warsaw University, Banacha 2, 02-097 Warszawa, Poland
Abstract
This paper gives upper and lower bounds for moments of sums of independent random variables which satisfy the condition , where are concave functions. As a consequence we obtain precise information about the tail probabilities of linear combinations of independent random variables for which for some fixed 0 < r ≤ 1. This complements work of Gluskin and Kwapień who have done the same for convex functions N.
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