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
收藏
页码：317 / 325
页数：9
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