An Exponential Inequality for Negatively Associated Random Variables

被引：7
|
作者：
Sung, Soo Hak [1 ]
机构：
[1] Pai Chai Univ, Dept Appl Math, Taejon 302735, South Korea
来源：
JOURNAL OF INEQUALITIES AND APPLICATIONS | 2009年
关键词：
Convergence Rate; Multivariate Distribution; Fixed Probability; Infinite Family; Finite Family;
D O I：
10.1155/2009/649427
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
An exponential inequality is established for identically distributed negatively associated random variables which have the finite Laplace transforms. The inequality improves the results of Kim and Kim (2007), Nooghabi and Azarnoosh (2009), and Xing et al. (2009). We also obtain the convergence rate O(1)n(1/2)(logn)(-1/2) for the strong law of large numbers, which improves the corresponding ones of Kim and Kim, Nooghabi and Azarnoosh, and Xing et al. Copyright (C) 2009 Soo Hak Sung.
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页数：7
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