Abstract
An estimate of the expected value of the sum of independent identically distributed random variables in the domain of normal attraction of a stable law of index $\alpha$ is obtained. This estimate is then used to obtain a generalization of the Helly-Bray lemma.
Citation
Willis L. Owen. "An Estimate for $E(|S_n|)$ for Variables in the Domain of Normal Attraction of a Stable Law of Index $\alpha, 1 < \alpha < 2$." Ann. Probab. 1 (6) 1071 - 1073, December, 1973. https://doi.org/10.1214/aop/1176996816
Information
