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
β¦ LIBER β¦
Complete moment and integral convergence for sums of negatively associated random variables
β 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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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.