JOURNAL BROWSE
Search
Advanced SearchSearch Tips
EXPONENTIAL INEQUALITY AND ALMOST SURE CONVERGENCE FOR THE NEGATIVELY ASSOCIATED SEQUENCE
facebook(new window)  Pirnt(new window) E-mail(new window) Excel Download
  • Journal title : Honam Mathematical Journal
  • Volume 29, Issue 3,  2007, pp.367-375
  • Publisher : The Honam Mathematical Society
  • DOI : 10.5831/HMJ.2007.29.3.367
 Title & Authors
EXPONENTIAL INEQUALITY AND ALMOST SURE CONVERGENCE FOR THE NEGATIVELY ASSOCIATED SEQUENCE
Han, Kwang-Hee;
  PDF(new window)
 Abstract
For bounded negatively associated random variables we derive almost sure convergence and specify the associated rate of convergence by establishing exponential inequality.
 Keywords
Negative association;almost sure convergence;exponential inequality;rate of convergence;
 Language
English
 Cited by
1.
Exponential inequalities for N-demimartingales and negatively associated random variables, Statistics & Probability Letters, 2009, 79, 19, 2060  crossref(new windwow)
2.
Exponential inequalities and complete convergence for a LNQD sequence, Journal of the Korean Statistical Society, 2010, 39, 4, 555  crossref(new windwow)
 References
1.
L. Devroye, Exponential inequalities in nonparametric estimation In: Roussas, C. (Ed.) Nonparametric Functional Estimation and Related Topics, Kluwer Academic Publishers, Dordrecht(1991), 31-44

2.
W. Hoeffding, Probability inequalities for sums of bounded random variables, J. Amer. Stat. Asso. 58(1963), 13-30 crossref(new window)

3.
Joag-Dev and K. Proschan, F., Negative association random variables with application, Ann. Statist. 11 (1983) 286-295 crossref(new window)

4.
T.S. Kim. and M.H. Ko, Almost sure convergence for weighted sums negatively dependence random variables, J. Korean Math. 42(2005) 949-957 crossref(new window)

5.
P. Matula, A note on the almost sure convergence of sums of negatively dependent random variables, Statist. Probab. Lett. 15(1992) 209-213 crossref(new window)

6.
C.M. Newman, Asymptotic independence and limit theorems for positively and negatively dependent random variables, In: Tong.Y.L.(Ed.), Inequalities in Statistics and Probability. IMS, Hayward, CA,(1984) pp.127-140

7.
G. G. Roussas, Exponential probability inequalities with some applications In: Ferguson, T. S., Shaping, L. S., MacQueen, J. B. (Ed.) Statistics, Probability and Game Theory, IMS Lecture Notes-Monograph series, Hayward, CA. 30(1996) 303-309

8.
Q. M. Shao, A comparison theorem on maximum inequalities between negatively associated and independent random variables. J. Theor. Probab. 13(2000) 343-356 crossref(new window)

9.
Q. M. Shao and C. Su, On the law of the iterated logarithm for infinite dimensional Ornstein-Ohlenbeck process, Canad. J. Math. 45(1993), 159-175 crossref(new window)