Browse > Article
http://dx.doi.org/10.14317/jami.2013.417

EXPONENTIAL INEQUALITIES AND COMPLETE CONVERGENCE OF EXTENDED ACCEPTABLE RANDOM VARIABLES  

Choi, Jeong-Yeol (School of mathematics and Informational statistics and Institute of Basic Natural Science, Wonkwang University)
Baek, Jong-Il (School of mathematics and Informational statistics and Institute of Basic Natural Science, Wonkwang University)
Publication Information
Journal of applied mathematics & informatics / v.31, no.3_4, 2013 , pp. 417-424 More about this Journal
Abstract
Giuliano Antonini et al.(2008) have introduced the concept of extended acceptability and the results show that the extended acceptability structure has no effect on the exponential inequality except replacing a constant M = 1 with a constant M > 0. We discuss the complete convergence for extended acceptable random variables by using the exponential inequality.
Keywords
Acceptable; Extended negatively orthant dependence; Extended acceptable random variable; Exponential inequality; Complete convergence;
Citations & Related Records
Times Cited By KSCI : 3  (Citation Analysis)
연도 인용수 순위
1 T. S. Kim and H. C. Kim, On the exponential inequality for negatively dependent sequence, Commun. Korean Soc. 22 (2007), 315-321.   과학기술학회마을   DOI   ScienceOn
2 W. Hoeffding, Probability inequalities for some of bounded random variables, J. Amer. Statist. Assoc. 58 (1963), 13-30.   DOI   ScienceOn
3 X. Wang, S. Hu, W. Yang and N. Ling, Exponential inequalities and inverse moment for NOD sequence, Statist. Probab. Lett. 80 (2010), 452-461.   DOI   ScienceOn
4 E. L. Lehmann, Some concepts of dependence, Ann. Math. Statist. 37 (1966), 1137-1153.   DOI   ScienceOn
5 G. Xing and S. Yang, An exponential inequality for strictly stationary negatively associated random variables, Commun. Stat. Theor. Meth. 39 (2010), 340-349.
6 J.I. Baek and H.Y. Seo, On the convergence for ND random variables with applications, JAMI. 29 (2011), 1351-1361.   과학기술학회마을   DOI
7 K. Joag-Dev and F. Proschan, Negative association of random variables with applications, Ann. Statist. 11 (1983), 286-295.   DOI   ScienceOn
8 L. Liu, Pricise large deviations for dependent random variables with heavy tails, Statist. Probab. Lett. 99 (2009), 1290-1298.
9 R. Giuliano Antonini, Y. Kozachenko and A. Volodin, Convergence of series dependent ${\varphi}$-sub Gaussian random variables, J. Math. Anal. Appl. 338 (2008), 1188-1203.   DOI   ScienceOn
10 S. Sung, P. Srisuradetchai and A. Volodin, A note on the exponential inequality for a class of dependent random variables, J. Korean Stat. Soc. 40 (2011) 109-114.   과학기술학회마을   DOI   ScienceOn