Exponential inequality for negatively associated random variables

被引:0
|
作者
H. Jabbari. Nooghabi
H. A. Azarnoosh
机构
[1] Ferdowsi University of Mashhad,Department of Statistics
来源
Statistical Papers | 2009年 / 50卷
关键词
Covariance function; Exponential inequality; Negative association; 60F15; 62G20;
D O I
暂无
中图分类号
学科分类号
摘要
Under mild conditions, a Bernstein-Hoeffding-type inequality is established for covariance invariant negatively associated random variables. The proof uses a truncation technique together with a block decomposition of the sums to allow an approximation to independence.
引用
收藏
页码:419 / 428
页数:9
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