The Hájeck-Rényi inequality for the NA random variables and its application

In this paper, we obtain the Hajeck-Rényi inequality and discuss the Marcinkiewicz strong law of large numbers for negatively associated random variables. In particular, the classical Marcinkiewicz strong law of large numbers for independent and identically distributed random variables is generalized to the case of negatively associated random variables.

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Year of publication:	1999
Authors:	Liu, Jingjun ; Gan, Shixin ; Chen, Pingyan
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 43.1999, 1, p. 99-105
Publisher:	Elsevier
Keywords:	The Hajeck-Rényi inequality Negatively associated random variables Marcinkiewicz strong law of large numbers

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

Persistent link: https://www.econbiz.de/10005313992