Almost sure convergence for weighted sums of negatively orthant dependent random variables

被引:0
|
作者
Ko, MH [1 ]
Kim, TS
机构
[1] Seoul Natl Univ, Stat Res Ctr Complex Syst, Seoul 151742, South Korea
[2] Wonkwang Univ, Dept Math, Jeonbuk 570749, South Korea
[3] Wonkwang Univ, Inst Basic Sci, Jeonbuk 570749, South Korea
关键词
negatively orthant dependent random variables; strong law of large numbers; identically distributed; moment generating function; weighted sum;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
For weighted sum of a sequence {X, X-n, n >= 1} of identically distributed, negatively orthant dependent random variables such that vertical bar X vertical bar(r), r > 0, has a finite moment generating function, a strong law of large numbers is established.
引用
收藏
页码:949 / 957
页数:9
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