Relations between the first four moments

Details Relations between the first four moments Relations between the first four moments

2011-11-27

arxiv.org/abs/1111.6220v1

Mathematics

Probability

2 pages

Scientific paper

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.

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