Exponential inequality for associated ra
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D.A. Ioannides; G.G. Roussas
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Article
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1999
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Elsevier Science
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English
β 101 KB
Under mild conditions, a Bernstein-Hoe ding-type inequality is established for covariance invariant positively associated random variables. A condition is given for almost sure convergence, and the associated rate of convergence is speciΓΏed in terms of the underlying covariance function.