A remark on the exponential inequality for negatively associated random variables

被引：0
|
作者：
Guodong Xing
Shanchao Yang
Ailin Liu
Xiangping Wang
机构：
[1] Hunan University of Science and Engineering,Department of Mathematics
[2] Guangxi Normal University,Department of Mathematics
[3] Hunan University of Science and Engineering,Department of Physics
来源：
Journal of the Korean Statistical Society | 2009年 / 38卷
关键词：
60F15; 62G20; Negatively associated; Strictly stationary; Exponential inequality; Convergence rate;
D O I：
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中图分类号：
学科分类号：
摘要：
We give an exponential inequality for negatively associated random variables. The inequality improves the corresponding result which was obtained in [Kim, T. S., & Kim, H. C. (2007). On the exponential inequality for negatively dependent sequence. Korean Mathematical Society. Communications, 22(2), 315–321]. We also obtain the convergence rate n−1/2 (log n)3/2 for the strong law of large numbers, which improves the corresponding one obtained by the authors in the above-cited reference.
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页码：53 / 57
页数：4
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