  In this paper, with the notion of independent identically distributed (IID)
random variables under sublinear expectations introduced by Peng [7-9], we
investigate moment bounds for IID sequences under sublinear expectations. We
can obtain a moment inequality for a sequence of IID random variables under
sublinear expectations. As an application of this inequality, we get the
following result: For any continuous function $\phi$ satisfying the growth
condition $|\phi(x)|\leq C(1+|x|^p)$ for some $C>0$, $p\geq1$ depending on
$\phi$, central limit theorem under sublinear expectations obtained by Peng [8]
still holds.
