Complete convergence for weighted sums of negatively associated random variables

被引：90

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

页码：317 / 325

页数：9

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