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Exact lower bounds on the exponential moments of Winsorized and truncated random variables
exponential moments exact lower bounds Win-sorization truncation large deviations nonuniform Berry-Esseen bounds
2010/3/9
Exact lower bounds on the exponential moments of min(y,X)
and X I {X < y} are provided given the first two moments of a random
variable X. These bounds are useful in work on large deviations probabi...