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Exponential inequality for associated random variables

✍ Scribed by D.A. Ioannides; G.G. Roussas

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
101 KB
Volume
42
Category
Article
ISSN
0167-7152

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✦ Synopsis

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.

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