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The Hájeck–Rènyi inequality for the NA random variables and its application

✍ Scribed by Jingjun Liu; Shixin Gan; Pingyan Chen

Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
86 KB
Volume
43
Category
Article
ISSN
0167-7152

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✦ Synopsis

In this paper, we obtain the HÂ ajeck-RÂ 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 generalized to the case of negatively associated random variables.

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