• Title/Summary/Keyword: law of large numbers

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CONVERGENCE PROPERTIES OF THE PARTIAL SUMS FOR SEQUENCES OF END RANDOM VARIABLES

  • Wu, Yongfeng;Guan, Mei
    • Journal of the Korean Mathematical Society
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    • v.49 no.6
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    • pp.1097-1110
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    • 2012
  • The convergence properties of extended negatively dependent sequences under some conditions of uniform integrability are studied. Some sufficient conditions of the weak law of large numbers, the $p$-mean convergence and the complete convergence for extended negatively dependent sequences are obtained, which extend and enrich the known results in the literature.

COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS

  • Shen, Aiting;Zhang, Yajing
    • Journal of the Korean Mathematical Society
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    • v.58 no.2
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    • pp.327-349
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    • 2021
  • In this paper, we main study the strong law of large numbers and complete convergence for weighted sums of asymptotically almost negatively associated (AANA, in short) random variables, by using the Marcinkiewicz-Zygmund type moment inequality and Roenthal type moment inequality for AANA random variables. As an application, the complete consistency for the weighted linear estimator of nonparametric regression models based on AANA errors is obtained. Finally, some numerical simulations are carried out to verify the validity of our theoretical result.

On the strong law of large numbers for pairwise negative quadrant dependent random variables

  • T. S.;J. I.;H. Y.
    • Communications for Statistical Applications and Methods
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    • v.7 no.1
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    • pp.291-296
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    • 2000
  • Petrov(1996) examined the connection between general moment conditions and the applicability of the strong law lf large numbers to a sequence of pairwise independnt and identically distributed random variables. In this note wee generalize Theorem 1 of Petrov(1996) and also show that still holds under assumption of pairwise negative quadrant dependence(NQD).

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SLIN FOR WEIGHTED SUMS OF STOCHASTICALLY DOMINATED PAIRWISE INDEPENDENT RANDOM VARIABLES

  • Sung, Soo-Hak
    • Communications of the Korean Mathematical Society
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    • v.13 no.2
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    • pp.377-384
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    • 1998
  • Let ${X_n,n \geq 1}$ be a sequence of stochatically dominated pairwise independent random variables. Let ${a_n, n \geq 1}$ and ${b_n, n \geq 1}$ be seqence of constants such that $a_n \neq 0$ and $0 < b_n \uparrow \infty$. A strong law large numbers of the form $\sum^{n}_{j=1}{a_j X_i//b_n \to 0$ almost surely is obtained.

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POWER INEQUALITY ON THE SIMPLEX

  • Baek, In-Soo
    • Journal of the Chungcheong Mathematical Society
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    • v.25 no.2
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    • pp.313-318
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    • 2012
  • The power inequality ${\prod}_{k=1}^{N}\;{x}_{k}^{x_{k}}\;{\geq}\;{\prod}_{k=1}^{N}\;{p}_{k}^{x_{k}}$ holds for the points $(x_1,{\ldots},x_N),(p_1,{\ldots},p_N)$ of the simplex. We show this using the analytic method combining Frostman's density theorem with the strong law of large numbers.

On the weak law of large numbers for weighted sums of airwise negative quadrant dependent random variables

  • Kim, Tae-Sung;Beak, Jong-Il
    • Journal of the Korean Statistical Society
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    • v.29 no.3
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    • pp.261-268
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    • 2000
  • Let {Xn,n$\geq$1} be a sequence of pairwise negative quadrant dependent(NQD) random variables and let {an,n$\geq$1} and {bn,n$\geq$1} be sequencesof constants such that an$\neq$0 and 0$\infty$. In this note, for pairwise NQD random varibles, a general weak law of alrge numbers of the form(∑│aj│Xj-$\upsilon$n)/bnlongrightarrow0) is established, where {νn,n$\geq$1} is a suitable sequence. AMS 2000 subject classifications ; 60F05

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