scientific article; zbMATH DE number 16739
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Publication:3973424
[For the entire collection see Zbl 0725.00014.] Some well-known inequalities for moments of sums \(S_ n\) of independent random variables \(X_ k\) are generalized and strengthened. In particular, for non-negative, even functions \(g\) on \(\mathbb{R}\) which are non-decreasing on \((0,\infty)\) and satisfy \(g(0)=0\), \(\text{E}(g(S_ n))\) is estimated in terms of \(\text{E}(g(rX_ k))\) and \(\text{E}(| X_ k|)\), \(k=1,\ldots,n\), where \(r>0\) is an arbitrary parameter.
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