Exponential inequality for negatively associated random variables

An Exponential Inequality for Negatively Associated Random Variables

An exponential inequality is established for identically distributed negatively associated random variables which have the finite Laplace transforms. The inequality improves the results of Kim and Kim 2007 , Nooghabi and Azarnoosh 2009 , and Xing et al. 2009 . We also obtain the convergence rate O 1 n1/2 logn −1/2 for the strong law of large numbers, which improves the corresponding ones of Kim...

Rosenthal’s Type Inequalities for Negatively Orthant Dependent Random Variables

In this paper, we obtain some Rosenthal’s type inequalities for negatively orthant dependent (NOD) random variables.

Estimation of the Survival Function for Negatively Dependent Random Variables

Let be a stationary sequence of pair wise negative quadrant dependent random variables with survival function {,1}nXn?F(x)=P[X>x]. The empirical survival function ()nFx based on 12,,...,nXXX is proposed as an estimator for ()nFx. Strong consistency and point wise as well as uniform of ()nFx are discussed

Maximal Inequalities for Associated Random Variables

In a celebrated work by Shao [13] several inequalities for negatively associated random variables were proved. In this paper we obtain some maximal inequalities for associated random variables. Also we establish a maximal inequality for demimartingales which generalizes and improves the result of Christofides [4].

The Weak Convergence for Functions of Negatively Associated Random Variables