The Hajeck-Renyi inequality for the NA random variables and its application

被引:42
作者
Liu, JJ [1 ]
Gan, SX [1 ]
Chen, PY [1 ]
机构
[1] Wuhan Univ, Dept Math, Wuhan 430072, Hubei, Peoples R China
基金
中国国家自然科学基金;
关键词
the Hajeck-Renyi inequality; negatively associated random variables; Marcinkiewicz strong law of large numbers;
D O I
10.1016/S0167-7152(98)00251-X
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
In this paper, we obtain the Hajeck-Renyi inequality and discuss the Marcinkiewicz strong law of large numbers for negatively associated random variables. In particular, the classical Marcinkiewicz strong law of large numbers for independent and identically distributed random variables is generalized to the case of negatively associated random variables. (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:99 / 105
页数:7
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