Complete convergence for weighted sums of negatively associated random variables

被引：91
作者：
Liang, HY [1 ]
机构：
[1] Tongji Univ, Dept Appl Math, Shanghai 200092, Peoples R China
来源：
STATISTICS & PROBABILITY LETTERS | 2000年 / 48卷 / 04期
关键词：
complete convergence; negatively associated random variable; Cesaro summation; weighted sum;
D O I：
10.1016/S0167-7152(00)00002-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：
We discuss complete convergence for weighted sums of negatively associated (NA) random variables. The result on i.i.d, case of Li et al. (J. Theoret. Probab. 8 (1995) 49-76) is generalized and extended. Also, Gut's (Probab. Theory Related Fields 97 (1993) 169-178) result on Cesaro summation of i.i.d, random variables is extended. (C) 2000 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：317 / 325
页数：9
相关论文
共 15 条
[1]  
ALAM K, 1981, COMMUN STAT A-THEOR, V10, P1183
[2]   SOME CONCEPTS OF NEGATIVE DEPENDENCE [J].
BLOCK, HW ;
SAVITS, TH ;
SHAKED, M .
ANNALS OF PROBABILITY, 1982, 10 (03) :765-772
[3]   COMPLETE CONVERGENCE AND CESARO SUMMATION FOR IID RANDOM-VARIABLES [J].
GUT, A .
PROBABILITY THEORY AND RELATED FIELDS, 1993, 97 (1-2) :169-178
[4]   COMPLETE CONVERGENCE AND THE LAW OF LARGE NUMBERS [J].
HSU, PL ;
ROBBINS, H .
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA, 1947, 33 (02) :25-31
[5]   NEGATIVE ASSOCIATION OF RANDOM-VARIABLES, WITH APPLICATIONS [J].
JOAGDEV, K ;
PROSCHAN, F .
ANNALS OF STATISTICS, 1983, 11 (01) :286-295
[6]   COMPLETE CONVERGENCE AND ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF RANDOM-VARIABLES [J].
LI, DL ;
RAO, MB ;
JIANG, TF ;
WANG, XC .
JOURNAL OF THEORETICAL PROBABILITY, 1995, 8 (01) :49-76
[7]   Complete convergence for weighted sums of NA sequences [J].
Liang, HY ;
Su, C .
STATISTICS & PROBABILITY LETTERS, 1999, 45 (01) :85-95
[8]   Convergence in the law of logarithm for NA sequences [J].
Liang, HY ;
Su, C .
CHINESE SCIENCE BULLETIN, 1999, 44 (15) :1356-1360
[9]   A NOTE ON THE ALMOST SURE CONVERGENCE OF SUMS OF NEGATIVELY DEPENDENT RANDOM-VARIABLES [J].
MATULA, P .
STATISTICS & PROBABILITY LETTERS, 1992, 15 (03) :209-213
[10]  
Newman C. M., 1984, ASYMPTOTIC INDEPENDE, P127
12