An exact bound on the truncated-tilted mean for symmetric distributions

Iosif Pinelis

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arXiv · 1205.5234

An exact bound on the truncated-tilted mean for symmetric distributions

Iosif Pinelis

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Abstract

An exact upper bound on the Winsorised-tilted mean of a symmetric random variable in terms of its second moment is given. Such results are used in work on nonuniform Berry--Esseen-type bounds for general nonlinear statistics.

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Iosif Pinelis. 2012-05-23. An exact bound on the truncated-tilted mean for symmetric distributions. https://arxiv.org/abs/1205.5234

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