Open Access
march 2015 A note on the exponential inequality for negatively associated random variables
Yu Miao, Jian-Yong Mu
Bull. Belg. Math. Soc. Simon Stevin 22(1): 77-88 (march 2015). DOI: 10.36045/bbms/1426856860

Abstract

In this paper, we establish an exponential inequality for negatively associated random variables, which improves known results. These results concern in particular the previous work of Kim and Kim (2007), Sung (2009 and 2011) as well as Xing et al. (2009). We also try to put our results in a more general context by showing where they may touch the sphere of interest of other authors.

Citation

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Yu Miao. Jian-Yong Mu. "A note on the exponential inequality for negatively associated random variables." Bull. Belg. Math. Soc. Simon Stevin 22 (1) 77 - 88, march 2015. https://doi.org/10.36045/bbms/1426856860

Information

Published: march 2015
First available in Project Euclid: 20 March 2015

zbMATH: 1334.60031
MathSciNet: MR3325723
Digital Object Identifier: 10.36045/bbms/1426856860

Subjects:
Primary: 60F15 , 62G20

Keywords: Exponential inequalities , Negatively associated

Rights: Copyright © 2015 The Belgian Mathematical Society

Vol.22 • No. 1 • march 2015
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