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Complete moment and integral convergence for sums of negatively associated random variables

✍ Scribed by Han Ying Liang; De Li Li; Andrew Rosalsky


Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2010
Tongue
English
Weight
242 KB
Volume
26
Category
Article
ISSN
1439-7617

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πŸ“œ SIMILAR VOLUMES


Complete convergence for weighted sums o
✍ Han-Ying Liang πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 98 KB

We discuss complete convergence for weighted sums of negatively associated (NA) random variables. The result on i.i.d. case of Li et al. (J. Theoret. Probab. 8 (1995) 49 -76) is generalized and extended. Also, Gut's (Probab. Theory Related Fields 97 (1993) 169 -178) result on CesΓ‚ aro summation of i

The Weak Convergence for Functions of Ne
✍ Li-Xin Zhang πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 203 KB

Let [X n , n 1] be a sequence of stationary negatively associated random variables, Under some suitable conditions, the central limit theorem and the weak convergence for sums are investigated. Applications to limiting distributions of estimators of Var S n are also discussed.