Comparing moments of real log-concave random variables
Probability
2022-11-11 v1
Abstract
We show that for every mean zero log-concave real random variable one has for , going beyond the well-known case of symmetric random variables. We also prove that in the class of arbitrary log-concave real random variables for the quantity is maximized for some shifted exponential distribution. Building upon this we derive the bound for arbitrary log-concave , with best possible absolute constant in front of , where stands for the Lambert function.
Cite
@article{arxiv.2211.05210,
title = {Comparing moments of real log-concave random variables},
author = {Daniel Murawski},
journal= {arXiv preprint arXiv:2211.05210},
year = {2022}
}
Comments
30 pages