An exact bound on the truncated-tilted mean for symmetric distributions
Probability
2012-05-24 v1 Statistics Theory
Statistics Theory
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.
Keywords
Cite
@article{arxiv.1205.5234,
title = {An exact bound on the truncated-tilted mean for symmetric distributions},
author = {Iosif Pinelis},
journal= {arXiv preprint arXiv:1205.5234},
year = {2012}
}
Comments
6 pages