Relations between the first four moments
Probability
2017-01-17 v1
Abstract
Let m_j denote the jth moment of a random variable X. One of the results is the inequality m_3 \leq c m_4^{3/4} with the best possible factor c over all random variables X with a non-positive mean.
Keywords
Cite
@article{arxiv.1111.6220,
title = {Relations between the first four moments},
author = {Iosif Pinelis},
journal= {arXiv preprint arXiv:1111.6220},
year = {2017}
}
Comments
2 pages