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ON THE EXPONENTIAL INEQUALITY FOR NEGATIVE DEPENDENT SEQUENCE
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 Title & Authors
ON THE EXPONENTIAL INEQUALITY FOR NEGATIVE DEPENDENT SEQUENCE
Kim, Tae-Sung; Kim, Hyun-Chull;
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 Abstract
We show an exponential inequality for negatively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. To obtain this result we use a truncation technique together with a block decomposition of the sums. We also identify a convergence rate for the strong law of large number.
 Keywords
exponential inequality;negatively associated;strong law of large numbers;convergence rate;decomposition;
 Language
English
 Cited by
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