Relationships Between the First Four Moments

DOI10.4169/AMER.MATH.MONTHLY.122.5.479zbMATH Open1358.60039DBLPjournals/tamm/Pinelis15arXiv1111.6220OpenAlexW2408215458WikidataQ58184222 ScholiaQ58184222MaRDI QIDQ3466038

Iosif Pinelis

Publication date: 29 January 2016

Published in: The American Mathematical Monthly (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1111.6220

zbMATH Keywords

momentsrandom variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (1)

A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators

This page was built for publication: Relationships Between the First Four Moments