Title of article :
On the exponential inequalities for negatively dependent random variables
Author/Authors :
Sung، نويسنده , , Soo Hak Sung، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2011
Abstract :
A number of exponential inequalities for identically distributed negatively dependent and negatively associated random variables have been established by many authors. The proofs use the truncation technique together with the control of the bounded terms and unbounded terms. In this paper, we improve essentially the control of bounds for the unbounded terms and obtain exponential inequalities for negatively dependent random variables which include negatively associated random variables. Our results improve on the corresponding ones in the literature.
Keywords :
Negatively associated random variables , Negatively dependent random variables , Almost sure convergence , Exponential inequality , Convergence Rate
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications