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ON THE ALMOST SURE CONVERGENCE OF WEIGHTED SUMS OF NA RANDOM VARIABLES

Kim, T.S. (Department of Statistics and Institute of Basic Natural Science, Wonkwang University)
Ko, M.H. (Department of Statistics and Institute of Basic Natural Science, Wonkwang University)
Lee, Y.M. (Department of Statistics and Institute of Basic Natural Science, Wonkwang University)
Lin, Z. (Department of Mathematics, Zhejiang University)

Publication Information

Journal of the Korean Statistical Society / v.33, no.1, 2004 , pp. 99-106 More about this Journal

Abstract

Let {X, $X_{n}, n\;{\geq}\;1$ } be a sequence of identically distributed, negatively associated (NA) random variables and assume that $│X│^{r}$ , r > 0, has a finite moment generating function. A strong law of large numbers is established for weighted sums of these variables.

Keywords

Negatively associated random variables; strong law of large numbers; identically distributed; moment generating function; weighted sum;

Citations & Related Records

Reference

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