• Title/Summary/Keyword: dependent random variables

Search Result 173, Processing Time 0.022 seconds

Convergence of weighted sums of linearly negative quadrant dependent random variables (선형 음의 사분 종속확률변수에서 가중합에 대한 수렴성 연구)

  • Lee, Seung-Woo;Baek, Jong-Il
    • Journal of Applied Reliability
    • /
    • v.12 no.4
    • /
    • pp.265-274
    • /
    • 2012
  • We in this paper discuss the strong law of large numbers for weighted sums of arrays of rowwise LNQD random variables by using a new exponential inequality of LNQD r.v.'s under suitable conditions and we obtain one of corollary.

Sharp Expectation Bounds on Extreme Order Statistics from Possibly Dependent Random Variables

  • Yun, Seokhoon
    • Communications for Statistical Applications and Methods
    • /
    • v.11 no.3
    • /
    • pp.455-463
    • /
    • 2004
  • In this paper, we derive sharp upper and lower expectation bounds on the extreme order statistics from possibly dependent random variables whose marginal distributions are only known. The marginal distributions of the considered random variables may not be the same and the expectation bounds are completely determined by the marginal distributions only.

ON THE STRONG LAW OF LARGE NUMBERS FOR WEIGHTED SUMS OF ARRAYS OF ROWWISE NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Baek, Jong-Il;Seo, Hye-Young;Lee, Gil-Hwan;Choi, Jeong-Yeol
    • Journal of the Korean Mathematical Society
    • /
    • v.46 no.4
    • /
    • pp.827-840
    • /
    • 2009
  • Let {$X_{ni}$ | $1{\leq}i{\leq}n,\;n{\geq}1$} be an array of rowwise negatively dependent (ND) random variables. We in this paper discuss the conditions of ${\sum}^n_{t=1}a_{ni}X_{ni}{\rightarrow}0$ completely as $n{\rightarrow}{\infty}$ under not necessarily identically distributed setting and the strong law of large numbers for weighted sums of arrays of rowwise negatively dependent random variables is also considered.

ON THE CONVERGENCE FOR ND RANDOM VARIABLES WITH APPLICATIONS

  • Baek, Jong-Il;Seo, Hye-Young
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.5_6
    • /
    • pp.1351-1361
    • /
    • 2011
  • We in this paper study the complete convergence and almost surely convergence for arrays of rowwise pairwise negatively dependent(ND) random variables (r.${\upsilon}$.'s) which are dominated randomly by some random variables and obtain a result dealing with complete convergence of linear processes.