Relations between the first four moments

Iosif Pinelis

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arXiv · 1111.6220

Relations between the first four moments

Iosif Pinelis

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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.

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Iosif Pinelis. 2011-11-27. Relations between the first four moments. https://arxiv.org/abs/1111.6220

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