Browse > Article
http://dx.doi.org/10.14403/jcms.2011.24.4.15

EXPONENTIAL INEQUALITIES FOR ELNQD RANDOM VARIABLES WITH APPLICATIONS  

Kim, Hyun-Chull (Department of Mathematics Education, Daebul University)
Publication Information
Journal of the Chungcheong Mathematical Society / v.24, no.4, 2011 , pp. 783-793 More about this Journal
Abstract
In this paper we introduce the concept of extended linear negative quadrant dependence and obtain some exponential inequalities, complete convergence and almost sure convergence for extended linear negative quadrant dependent random variables.
Keywords
exponential inequality; extended negative quadrant dependence; linear negative quadrant dependence; complete convergence;
Citations & Related Records
Times Cited By KSCI : 1  (Citation Analysis)
연도 인용수 순위
1 H. J. Nooghabi, and H. A. Azarnoosh,Exponential inequality for negaitvely associated random variables, Statistical Papers 50 (2009), 419-428.   DOI   ScienceOn
2 X. Wang, S. Hu, W. Yang, and N. Ling, Exponential inequalities and inverse moment for NOD sequence, Statist. Probab. Letts. 80 (2010), 452-461.   DOI   ScienceOn
3 L. Devroye, Exponential inequalities in nonparametric estimation, In: Roussas, G.(Ed,) Nonparametric Functional Estimation and Related Topics, Kluwer Academic Publishers, Dordrecht, 1991, 31-44.
4 D. J. G. Farlie, The formance of some correlation coeffcient for a general bivariate distribution, Biometrika, 47 (1960), 307-323.   DOI
5 W. Hoeffding, Probability inequalities for sums of bounded random variables, J. Amer. Statist. Assoc. 58 (1963), 13-30.   DOI   ScienceOn
6 K. Joag-Dev and F. Proschan, Negative association of random variables with applications, Ann. Statist. 11 (1983), 286-295.   DOI   ScienceOn
7 M. H. Ko, Y. K. Choi, and Y. S. Choi, Exponential probability inequality for lin- early negative quadrant dependent random variables, Commun, Korean Math. Soc. 22 (2007), 137-143.   DOI   ScienceOn
8 E. L. Lehmann, Some concepts of dependence, Ann. Math. Statist. 37 (1966), 1137-1153.   DOI   ScienceOn
9 L. Liu, Precise large deviations for dependent random variables with heavy tails, Statist. Probab. Letts. 99 (2009), 1290-1298.
10 C. M. Newman, Asymptotic independence and limit theorems for positively and negaitvely dependent random variables, In Y. L. Tong(Ed.), Statistics and probability, Vol. 5 (1984), 127-140 , Hayward, CA: Inst. Math. Statist.