A note on the exponential inequality for associated random variables

被引：9
|
作者：
Sung, Soo Hak [1 ]
机构：
[1] Pai Chai Univ, Dept Appl Math, Taejon 302735, South Korea
来源：
STATISTICS & PROBABILITY LETTERS | 2007年 / 77卷 / 18期
关键词：
exponential inequality; associated random variables; convergence rate; almost sure convergence;
D O I：
10.1016/j.spl.2007.04.012
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：
An exponential inequality is established for positively associated and strictly stationary random variables which have the finite Laplace transforms. The result of Oliveira [2005. An exponential inequality for associated variables. Statist. Probab. Lett. 73, 189-197] is improved. (C) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码：1730 / 1736
页数：7
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