The von Bahr-Esseen moment inequality for pairwise independent random variables and applications

被引：39

作者：

Chen, Pingyan ^{[1
]}

Bai, Peng ^{[2
]}

Sung, Soo Hak ^{[3
]}

机构：

[1] Jinan Univ, Dept Math, Guangzhou 510630, Guangdong, Peoples R China

[2] Jinan Univ, Dept Stat, Guangzhou 510630, Guangdong, Peoples R China

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

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2014年 / 419卷 / 02期

基金：

中国国家自然科学基金; 新加坡国家研究基金会;

关键词：

The von Bahr Esseen moment inequality; Pairwise independent random variables; Moment convergence; CONVERGENCE-RATES;

D O I：

10.1016/j.jmaa.2014.05.067

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In the paper, we generalize the von Bahr-Esseen moment inequality from independent random variables to pairwise independent random variables. As the applications, the moment convergence, the complete convergence and the strong law of large numbers are established for pairwise independent random variables. (C) 2014 Elsevier Inc. All rights reserved.

引用

页码：1290 / 1302

页数：13

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