A note on the exponential inequality for associated random variables

被引：9

作者：

Sung, Soo Hak ^{[1
]}

机构：

[1] Pai Chai Univ, Dept Appl Math, Taejon 302735, South Korea

来源：

STATISTICS & PROBABILITY LETTERS | 2007年 / 77卷 / 18期

关键词：

exponential inequality; associated random variables; convergence rate; almost sure convergence;

D O I：

10.1016/j.spl.2007.04.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

An exponential inequality is established for positively associated and strictly stationary random variables which have the finite Laplace transforms. The result of Oliveira [2005. An exponential inequality for associated variables. Statist. Probab. Lett. 73, 189-197] is improved. (C) 2007 Elsevier B.V. All rights reserved.

引用

页码：1730 / 1736

页数：7

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