Timeline for Approximating Moment of Sum of RVs
Current License: CC BY-SA 3.0
4 events
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| Aug 22, 2012 at 18:36 | comment | added | user12345678 | @Bill Johnson: absolutely, severe overkill. result must follow also from some easier inequalities as well. | |
| Aug 22, 2012 at 17:14 | comment | added | Bill Johnson | Johnson, W. B.; Schechtman, G.; Zinn, J. Best constants in moment inequalities for linear combinations of independent and exchangeable random variables. Ann. Probab. 13 (1985), no. 1, 234–253. | |
| Aug 22, 2012 at 17:11 | comment | added | Bill Johnson |
That is a nice paper but is overkill for what the OP asks. For the $t/ \log t$ result, see the first paper by Schechtman, Zinn, and myself. It also contains an easy proof of the bound $t/ (\log t)^{1/2}$.
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| Aug 22, 2012 at 16:46 | history | answered | user12345678 | CC BY-SA 3.0 |