Precise Rates in Complete Moment Convergence for Negatively Associated Sequences

- Journal title : Communications for Statistical Applications and Methods
- Volume 16, Issue 5, 2009, pp.841-849
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2009.16.5.841

Title & Authors

Precise Rates in Complete Moment Convergence for Negatively Associated Sequences

Ryu, Dae-Hee;

Ryu, Dae-Hee;

Abstract

Let {, n 1} be a negatively associated sequence of identically distributed random variables with mean zeros and positive finite variances. Set = . Suppose that 0 < < . We prove that, if < for any 0< , then , where N is the standard normal random variable. We also prove that if is replaced by then the precise rate still holds. Some results in Fu and Zhang (2007) are improved to the complete moment case.

Keywords

Precise rates;complete moment convergence;negatively associated;law of the logarithm;

Language

English

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