An exact bound on the truncated-tilted mean for symmetric distributions
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Publication:6233213
arXiv1205.5234MaRDI QIDQ6233213FDOQ6233213
Authors: Iosif Pinelis
Publication date: 23 May 2012
Abstract: An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.
Characteristic functions; other transforms (60E10) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)
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