  For probability distributions on $\mathbb{R}^n$, we study the optimal sample
size N = N(n,p) that suffices to uniformly approximate the pth moments of all
one-dimensional marginals. Under the assumption that the marginals have bounded
4p moments, we obtain the optimal bound $N=O(n^{p/2})$ for p > 2. This bound
goes in the direction of bridging the two recent results: a theorem of Guedon
and Rudelson [Adv. Math. 208 (2007) 798-823] which has an extra logarithmic
factor in the sample size, and a result of Adamczak et al. [J. Amer. Math. Soc.
23 (2010) 535-561] which requires stronger subexponential moment assumptions.
