Relationships Between the First Four Moments

DOI10.4169/AMER.MATH.MONTHLY.122.5.479zbMATH Open1358.60039DBLPjournals/tamm/Pinelis15OpenAlexW2408215458WikidataQ58184222 ScholiaQ58184222MaRDI QIDQ3466038FDOQ3466038

Authors Iosif Pinelis 

Publication date 29 January 2016

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

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

zbMATH Keywords

momentsrandom variables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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.

Cited in

(1)

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

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