Probability inequalities for END sequence and their applications

被引:74
作者
Shen, Aiting [1 ]
机构
[1] Anhui Univ, Sch Math Sci, Hefei 230039, Peoples R China
来源
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2011年
基金
中国国家自然科学基金;
关键词
extended negatively dependent sequence; probability inequality; moment inequality; inverse moment; NONNEGATIVE RANDOM-VARIABLES; INVERSE MOMENTS;
D O I
10.1186/1029-242X-2011-98
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Some probability inequalities for extended negatively dependent (END) sequence are provided. Using the probability inequalities, we present some moment inequalities, especially the Rosenthal-type inequality for END sequence. At last, we study the asymptotic approximation of inverse moment for nonnegative END sequence with finite first moments, which generalizes and improves the corresponding results of Wu et al. [Stat. Probab. Lett. 79, 1366-1371 (2009)], Wang et al. [Stat. Probab. Lett. 80, 452-461 (2010)], and Sung [J. Inequal. Appl. 2010, Article ID 823767, 13pp. (2010). doi: 10.1155/2010/823767].
引用
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页数:12
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