Exact lower bounds on the exponential moments of Winsorized and truncated random variables

Details Exact lower bounds on the exponential moments of Winsorized and truncated random variables Exact lower bounds on the exponential moments of Winsorized and truncated random variables

2010-01-18

arxiv.org/abs/1001.2901v1

Mathematics

Probability

Scientific paper

Exact lower bounds on the exponential moments of min(y,X) and XI{X

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