An exact bound on the truncated-tilted mean for symmetric distributions

MaRDI QIDQ6233213zbMATH OpenFDO

Authors Iosif Pinelis

Publication date 23 May 2012

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

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.

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