Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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EXPONENTIAL PROBABILITY INEQUALITY FOR LINEARLY NEGATIVE QUADRANT DEPENDENT RANDOM VARIABLES

  • Ko, Mi-Hwa (Statistical Research Center For Complex Systems Seoul National University) ;
  • Choi, Yong-Kab (Division of Mathematics and Information Statistics Gyeongsang National University) ;
  • Choi, Yue-Soon (Division of Electric-Electronic-Information Engineering WonKwang University)
  • Published : 2007.01.31
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Abstract

In this paper, a Berstein-Hoeffding type inequality is established for linearly negative quadrant dependent random variables. A condition is given for almost sure convergence and the associated rate of convergence is specified.

Keywords

References

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