Gaussian approximation of moments of sums of independent random variables

DOI10.4064/BA60-1-6MaRDI QIDQ3115403zbMATH OpenOpenAlexFDO

Authors Marcin Lis

Publication date 20 February 2012

Published in Bulletin Polish Acad. Sci. Math. (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1505.04450

zbMATH Keywords

Gaussian approximationsums of independent random variablesmoments of random variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

Abstract: We continue the research of Lata{l}a on improving estimates of $p$-th moments of sums of independent random variables. We generalize some of his results in the case when $2leqpleq4$ and present a combinatorial approach for even moments.

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(1)

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