𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Exponential inequality for negatively associated random variables

✍ Scribed by H. Jabbari. Nooghabi; H. A. Azarnoosh

Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
140 KB
Volume
50
Category
Article
ISSN
0932-5026

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Exponential inequality for associated ra
Exponential inequality for associated random variables
✍ D.A. Ioannides; G.G. Roussas πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 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.

The Weak Convergence for Functions of Ne
The Weak Convergence for Functions of Negatively Associated Random Variables
✍ 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.

Complete convergence for weighted sums o
Complete convergence for weighted sums of negatively associated random variables
✍ 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