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On the Hàjek-Rènyi-Type Inequality for Conditionally Associated Random Variables
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 Title & Authors
On the Hàjek-Rènyi-Type Inequality for Conditionally Associated Random Variables
Choi, Jeong-Yeol; Seo, Hye-Young; Baek, Jong-Il;
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 Abstract
Let {, , P} be a probability space and {} be a sequence of random variables defined on it. A finite sequence of random variables {} is a conditional associated given if for any coordinate-wise nondecreasing functions f and g defined on , (f(, , ), g(, , )) 0 a.s. whenever the conditional covariance exists. We obtain the Hjek-Rnyi-type inequality for conditional associated random variables. In addition, we establish the strong law of large numbers, the three series theorem, integrability of supremum, and a strong growth rate for -associated random variables.
 Keywords
Associated random variables;conditional covariance;conditional associated random variables;Hjek-Rnyi-type inequality;
 Language
English
 Cited by
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