Abstract
Using exponential inequalities, Wu et al. (2009) and Wang et al. (2010) obtained asymptotic approximations of inverse moments for nonnegative independent random variables and nonnegative negatively orthant dependent random variables, respectively. In this paper, we improve and extend their results to nonnegative random variables satisfying a Rosenthal-type inequality.
Highlights
Let {Zn, n ≥ 1} be a sequence of nonnegative random variables with finite second moments
Under suitable conditions, the inverse moment can be approximated by the inverse of the moment
The left-hand side of 1.2 is the inverse moment and the right-hand side is the inverse of the moment
Summary
Academic Editor: Andrei Volodin Copyright q 2010 Soo Hak Sung. Wu et al 2009 and Wang et al 2010 obtained asymptotic approximations of inverse moments for nonnegative independent random variables and nonnegative negatively orthant dependent random variables, respectively. We improve and extend their results to nonnegative random variables satisfying a Rosenthal-type inequality
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