Complete convergence for weighted sums of negatively associated random variables

We discuss complete convergence for weighted sums of negatively associated (NA) random variables. The result on i.i.d. case of Li et al. (J. Theoret. Probab. 8 (1995) 49-76) is generalized and extended. Also, Gut's (Probab. Theory Related Fields 97 (1993) 169-178) result on Cesàro summation of i.i.d. random variables is extended.

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Year of publication:	2000
Authors:	Liang, Han-Ying
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 48.2000, 4, p. 317-325
Publisher:	Elsevier
Keywords:	Complete convergence Negatively associated random variable Cesaro summation Weighted sum

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074518