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Some inequalities for absolute moments of feasible acceptable random variables

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  • Eghbal, Negar

Abstract

We introduce a new class of dependent random variables based on the notion of acceptability in terms of the characteristic function. Such a view ensures that this new definition always makes sense, which is not the case for the classical acceptability given by the moment generating function. We then extend some of the results of Ushakov (2011) on inequalities for absolute moments of sums of independent random variables, for this class of dependent random variables.

Suggested Citation

  • Eghbal, Negar, 2021. "Some inequalities for absolute moments of feasible acceptable random variables," Statistics & Probability Letters, Elsevier, vol. 172(C).
    • Handle: RePEc:eee:stapro:v:172:y:2021:i:c:s0167715221000195
    DOI: 10.1016/j.spl.2021.109057
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    References listed on IDEAS

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    1. Behboodian, Javad, 1990. "Some characterization theorems on symmetry," Computational Statistics & Data Analysis, Elsevier, vol. 10(2), pages 189-192, October.
    2. Ushakov, N.G., 2011. "Some inequalities for absolute moments," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 2011-2015.
    3. N. G. Ushakov & V. G. Ushakov, 2017. "Permutation tests for homogeneity based on some characterizations," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(15), pages 7692-7702, August.
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    Cited by:

    1. Kapelko, Rafał, 2022. "On the moment absolute deviation of order statistics from uniform distribution," Statistics & Probability Letters, Elsevier, vol. 181(C).

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