An exponential inequality for negatively associated random variables
H. Jabbari, M. Jabbari, and H.A. Azarnoosh
Source: Electron. J. Statist. Volume 3 (2009), 165-175.
Abstract
We prove an exponential inequality for negatively associated and strictly stationary random variables. A condition is given for almost sure convergence and the associated rate of convergence is specified in terms of the underlying covariance function.
Primary Subjects: 60F15, 60K35
Secondary Subjects: 62G20
Keywords: Covariance function; Exponential inequality; Negative association
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.ejs/1236089915
Digital Object Identifier: doi:10.1214/07-EJS066
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