Timeline for Approximating Moment of Sum of RVs
Current License: CC BY-SA 3.0
7 events
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Aug 22, 2012 at 18:40 | comment | added | user12345678 | @Mark Meckes: 1968 edition, chapter 4. dependent variables, section 20: mixing processes, paragraph on moment inequalities. | |
Aug 22, 2012 at 18:06 | history | edited | Mark Meckes |
Added pr.probability tag
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Aug 22, 2012 at 18:04 | comment | added | Mark Meckes | @waler: Can you identify which section that's from? In my copy of the second edition of that book, there is no Lemma 4 on or near page 172. | |
Aug 22, 2012 at 16:46 | answer | added | user12345678 | timeline score: 2 | |
Aug 22, 2012 at 16:08 | comment | added | user12345678 | Look at Lemma 4, page 172, in Billingsley's book Convergence of probability measures. Lemma is for p=4, but it works for all even p. If I am not mistaken, this lemma gives the bound you are looking for. | |
Aug 22, 2012 at 15:41 | comment | added | Igor Rivin | Where does this question come from? | |
Aug 22, 2012 at 15:14 | history | asked | Alex | CC BY-SA 3.0 |