On Inverse Moments for a Class of Nonnegative Random Variables

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.