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The best constant in the Rosenthal inequality for nonnegative random variables

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  • Ibragimov, R.
  • Sharakhmetov, Sh.

Abstract

In the present paper, we obtain the explicit expression for the best constant in the Rosenthal inequality for nonnegative random variables.

Suggested Citation

  • Ibragimov, R. & Sharakhmetov, Sh., 2001. "The best constant in the Rosenthal inequality for nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 367-376, December.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:4:p:367-376
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    References listed on IDEAS

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    1. Alan F. Karr, 1983. "Extreme Points of Certain Sets of Probability Measures, with Applications," Mathematics of Operations Research, INFORMS, vol. 8(1), pages 74-85, February.
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    Cited by:

    1. Ren, Yao-Feng & Tian, Fan-Ji, 2003. "On the Rosenthal's inequality for locally square integrable martingales," Stochastic Processes and their Applications, Elsevier, vol. 104(1), pages 107-116, March.
    2. Ruzankin, P.S., 2014. "On Cox–Kemperman moment inequalities for independent centered random variables," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 80-84.
    3. Anupam Gupta & Amit Kumar & Viswanath Nagarajan & Xiangkun Shen, 2021. "Stochastic Load Balancing on Unrelated Machines," Mathematics of Operations Research, INFORMS, vol. 46(1), pages 115-133, February.
    4. Ibragimov, Marat & Ibragimov, Rustam, 2008. "Optimal constants in the Rosenthal inequality for random variables with zero odd moments," Statistics & Probability Letters, Elsevier, vol. 78(2), pages 186-189, February.

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