An exponential inequality for a NOD sequence and a strong law of large numbers

被引：20
|
作者：
Wang, Xuejun [1 ]
Hu, Shuhe [1 ]
Shen, Aiting [1 ]
Yang, Wenzhi [1 ]
机构：
[1] Anhui Univ, Sch Math Sci, Hefei 230039, Peoples R China
来源：
APPLIED MATHEMATICS LETTERS | 2011年 / 24卷 / 02期
关键词：
NOD random variables; Exponential inequality; Convergence rate; WEIGHTED SUMS;
D O I：
10.1016/j.aml.2010.09.007
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this work, we establish an exponential inequality for unbounded negatively orthant dependent (NOD) random variables. The inequality extends and improves the results of Kim and Kim (2007)[1], Nooghabi and Azarnoosh (2009)[2], and Xing et al. (2009)[3]. We also obtain the convergence rate 0(n(-1/2) In-1/2 n) for the strong law of large numbers, which improves on the corresponding ones of Kim and Kim (2007)[1], Nooghabi and Azarnoosh (2009)[2]. and Xing et al. (2009) [3]. (C) 2010 Elsevier Ltd. All rights reserved.
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页码：219 / 223
页数：5
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