Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10005376059
Let {Xn,n[greater-or-equal, slanted]1} be a strictly stationary positively or negatively associated sequence of positive random variables with and . Denote and [gamma]=[sigma]/[mu] the coefficient of variation. Under suitable conditions, we show thatwhere , F(·) is the distribution function...
Persistent link: https://www.econbiz.de/10005223433
For a set of negatively associated random variables indexed by , d=2, the positive integer d-dimensional lattice points, convergence rates in the law of the iterated logarithm are discussed. Then the results of Gut (see [Gut, A. (1980). Convergence rates for probabilities of moderate deviations...
Persistent link: https://www.econbiz.de/10005223624
Persistent link: https://www.econbiz.de/10005375926
We give uniform rates of convergence in the central limit theorem for negatively associated random fields with finite (2+[delta])th moment. These results are of an order close to the best possible if not the best possible. As application, we obtain precise asymptotics in the law of the logarithm.
Persistent link: https://www.econbiz.de/10005254093
Persistent link: https://www.econbiz.de/10008352012