Turkish Journal of Mathematics
DOI
10.3906/mat-1301-6
Abstract
We give moment equalities for sums of independent and identically distributed random variables including, in particular, centered and specifically symmetric summands. Two different types of proofs, combinatorial and analytical, lead to 2 different types of formulas. Furthermore, the combinatorial method allows us to find the optimal lower and upper constants in the Marcinkiewicz--Zygmund inequalities in the case of even moment-orders. Our results are applied to give elementary proofs of the classical central limit theorem (CLT) and of the CLT for the empirical bootstrap. Moreover, we derive moment and exponential inequalities for self-normalized sums.
Keywords
Moments, integer partitions, Faà di Bruno's chain rule, Marcinkiewicz--Zygmund inequalities, bootstrap, self-normalized sums
First Page
558
Last Page
575
Recommended Citation
FERGER, DIETMAR
(2014)
"Moment equalities for sums of random variables via integer partitions and Faà di Bruno's formula,"
Turkish Journal of Mathematics: Vol. 38:
No.
3, Article 15.
https://doi.org/10.3906/mat-1301-6
Available at:
https://journals.tubitak.gov.tr/math/vol38/iss3/15
