The Annals of Probability · 1997 · 116 citations · 6 references
Natural SciencesMathematicsProbability TheoryStatisticsStochastic ProcessesEstimation TheoryRandom VariablesIndependent VariablesMethod Of Moments EstimationMoment EstimationMoment-generating FunctionsMomentsStatistical MomentsSums Of Random Variables
For the sum $S = \sum X_i$ of a sequence $(X_i)$ of independent symmetric (or nonnegative) random variables, we give lower and upper estimates of moments of $S$. The estimates are exact, up to some universal constants, and extend the previous results for particular types of variables $X_i$.
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