Moment inequalities for sums of certain independent symmetric random variables
P. Hitczenko, S. Montgomery-Smith, K. Oleszkiewicz (1997)
Studia Mathematica
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This paper gives upper and lower bounds for moments of sums of independent random variables which satisfy the condition , where are concave functions. As a consequence we obtain precise information about the tail probabilities of linear combinations of independent random variables for which for some fixed 0 < r ≤ 1. This complements work of Gluskin and Kwapień who have done the same for convex functions N.