An exponential inequality for negatively dependent random variables

An exponential inequality is established for identically distributed negatively dependent random variables. By this exponential inequality, the convergence rate O(1)n(1/2)(logn)(-1/2) for the strong law of large numbers is obtained. This article extended the Soo Hak Sung's results about negativ...

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Published inZhejiang da xue xue bao. Journal of Zhejiang University. Sciences edition. Li xue ban Vol. 38; no. 1; pp. 31 - 37
Main Authors Chen, Xiao-Lin, Wu, Qun-Ying, Zhou, De-Hong
Format Journal Article
LanguageChinese
Published Zhejiang University Press 01.02.2011
Subjects
Convergence
Inequalities
Law
nd随机变量
Random variables
指数不等式
收敛率
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ISSN1008-9497
DOI10.3785/j.issn.1008-9497.2011.01.008

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Abstract An exponential inequality is established for identically distributed negatively dependent random variables. By this exponential inequality, the convergence rate O(1)n(1/2)(logn)(-1/2) for the strong law of large numbers is obtained. This article extended the Soo Hak Sung's results about negatively associated random variables.
AbstractList 主要研究了同分布ND随机变量列的指数不等式，通过指数不等式得出关于ND随机变量列强大数定律的收敛率为 O(1)n1/2（log n）-1/2.推广了Soo Hak Sung(2009)关于NA的结果.
An exponential inequality is established for identically distributed negatively dependent random variables. By this exponential inequality, the convergence rate O(1)n(1/2)(logn)(-1/2) for the strong law of large numbers is obtained. This article extended the Soo Hak Sung's results about negatively associated random variables.
Author Zhou, De-Hong
Chen, Xiao-Lin
Wu, Qun-Ying
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Snippet An exponential inequality is established for identically distributed negatively dependent random variables. By this exponential inequality, the convergence...
主要研究了同分布ND随机变量列的指数不等式，通过指数不等式得出关于ND随机变量列强大数定律的收敛率为 O(1)n1/2（log n）-1/2.推广了Soo Hak Sung(2009)关于NA的结果.
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StartPage 31
SubjectTerms Convergence
Inequalities
Law
nd随机变量
Random variables
指数不等式
收敛率
Title An exponential inequality for negatively dependent random variables
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