• Title/Summary/Keyword: dependent random variables

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A NOTE ON COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE EXTENDED NEGATIVELY ORTHANT DEPENDENT RANDOM VARIABLES

  • Kim, Hyun-Chull
    • Journal of the Chungcheong Mathematical Society
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    • v.25 no.3
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    • pp.507-519
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    • 2012
  • In this paper we obtain the complete moment convergence for an array of rowwise extended negative orthant dependent random variables. By using the result we can prove the complete moment convergence for some positively orthant dependent sequence satisfying the extended negative orthant dependence.

ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF DEPENDENT RANDOM VARIABLES UNDER CONDITION OF WEIGHTED INTEGRABILITY

  • Baek, Jong-Il;Ko, Mi-Hwa;Kim, Tae-Sung
    • Journal of the Korean Mathematical Society
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    • v.45 no.4
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    • pp.1101-1111
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    • 2008
  • Under the condition of h-integrability and appropriate conditions on the array of weights, we establish complete convergence and strong law of large numbers for weighted sums of an array of dependent random variables.

STRONG LIMIT THEOREMS FOR WEIGHTED SUMS OF NOD SEQUENCE AND EXPONENTIAL INEQUALITIES

  • Wang, Xuejun;Hu, Shuhe;Volodin, Andrei I.
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.5
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    • pp.923-938
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    • 2011
  • Some properties for negatively orthant dependent sequence are discussed. Some strong limit results for the weighted sums are obtained, which generalize the corresponding results for independent sequence and negatively associated sequence. At last, exponential inequalities for negatively orthant dependent sequence are presented.

EXPONENTIAL PROBABILITY INEQUALITY FOR LINEARLY NEGATIVE QUADRANT DEPENDENT RANDOM VARIABLES

  • Ko, Mi-Hwa;Choi, Yong-Kab;Choi, Yue-Soon
    • Communications of the Korean Mathematical Society
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    • v.22 no.1
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    • pp.137-143
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    • 2007
  • 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.

On the Probability Inequalities under Linearly Negatively Quadrant Dependent Condition

  • Baek, Jong Il;Choi, In Bong;Lee, Seung Woo
    • Communications for Statistical Applications and Methods
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    • v.10 no.2
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    • pp.545-552
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    • 2003
  • Let X$_1$, X$_2$, … be real valued random variables under linearly negatively quadrant dependent (LNQD). In this paper, we discuss the probability inequality of ennett(1962) and Hoeffding(1963) under some suitable random variables. These results are to extend Theorem A and B to LNQD random variables. Furthermore, let ζdenote the pth quantile of the marginal distribution function of the $X_i$'s which is estimated by a smooth estima te $ζ_{pn}$, on the basis of X$_1$, X$_2$, …$X_n$. We establish a convergence of $ζ_{pn}$, under Hoeffding-type probability inequality of LNQD.

A Weak Convergence for a Linear Process with Positive Dependent Sequences

  • Kim, Tae-Sung;Ryu, Dae-Hee;Lee, Il-Hyun
    • Journal of the Korean Statistical Society
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    • v.31 no.4
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    • pp.483-490
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    • 2002
  • A weak convergence is obtained for a linear process of the form (equation omitted) where {$\varepsilon$$_{t}$ } is a strictly stationary sequence of associated random variables with E$\varepsilon$$_{t}$ = 0 and E$\varepsilon$$^{^2}$$_{t}$ < $\infty$ and {a $_{j}$ } is a sequence of real numbers with (equation omitted). We also apply this idea to the case of linearly positive quadrant dependent sequence.

On Convergence of Weighted Sums of LNQD Random

  • Kim, So-Youn;Baek, Jong-Il
    • Communications for Statistical Applications and Methods
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    • v.19 no.5
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    • pp.647-654
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    • 2012
  • We discuss the strong convergence for weighted sums of linearly negative quadrant dependent(LNQD) random variables under suitable conditions and the central limit theorem for weighted sums of an LNQD case is also considered. In addition, we derive some corollaries in LNQD setting.

THE ALMOST SURE CONVERGENCE OF WEIGHTED AVERAGES UNDER NEGATIVE QUADRANT DEPENDENCE

  • Ryu, Dae-Hee
    • Journal of applied mathematics & informatics
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    • v.27 no.3_4
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    • pp.885-893
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    • 2009
  • In this paper we study the strong law of large numbers for weighted average of pairwise negatively quadrant dependent random variables. This result extends that of Jamison et al.(Convergence of weight averages of independent random variables Z. Wahrsch. Verw Gebiete(1965) 4 40-44) to the negative quadrant dependence.

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