In this paper, we obtain the Hร ajeck-Rร enyi inequality and discuss the Marcinkiewicz strong law of large numbers for negatively associated random variables. In particular, the classical Marcinkiewicz strong law of large numbers for independent and identically distributed random variables is genera
โฆ LIBER โฆ
Exponential inequality for a class of NOD random variables and its application
โ Scribed by Guodong Xing; Shanchao Yang
- Book ID
- 107531559
- Publisher
- Wuhan University
- Year
- 2011
- Tongue
- English
- Weight
- 263 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1007-1202
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## a b s t r a c t In this work, we establish an exponential inequality for unbounded negatively orthant dependent (NOD) random variables. The inequality extends and improves the results of [1], [2], and Xing et al. (2009) [3]. We also obtain the convergence rate O(n -1/2 ln 1/2 n) for the stron
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