On inverse moments for a class of nonnegative random variables. (English) Zbl 1205.60041

Summary: Using exponential inequalities, T.-J. Wu, X. Shi and B. Miao [Stat. Probab. Lett. 79, No. 11, 1366–1371 (2009; Zbl 1168.60340)] and X. Wang, S. Hu, W. Yang and N. Ling [Stat. Probab. Lett. 80, No. 5–6, 452–461 (2010; Zbl 1186.60015)] 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.


60E15 Inequalities; stochastic orderings
62E20 Asymptotic distribution theory in statistics
Full Text: DOI EuDML


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