• 제목/요약/키워드: positive(negative) quadrant dependent

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THE STRONG LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF PAIRWISE QUADRANT DEPENDENT RANDOM VARIABLES

  • Kim, Tae-Sung;Baek, Jong-Il
    • 대한수학회지
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    • 제36권1호
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    • pp.37-49
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    • 1999
  • We derive the almost sure convergence for weighted sums of random variables which are either pairwise positive quadrant dependent or pairwise positive quadrant dependent or pairwise negative quadrant dependent and then apply this result to obtain the almost sure convergence of weighted averages. e also extend some results on the strong law of large numbers for pairwise independent identically distributed random variables established in Petrov to the weighted sums of pairwise negative quadrant dependent random variables.

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A weakly dependence concepts of bivariate stochastic processes

  • Choi, Jeong-Yeol;Baek, Jong-Il;Youn, Eun-Ho
    • 대한수학회논문집
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    • 제11권3호
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    • pp.831-839
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    • 1996
  • In the last years there has been growing interest in concepts of positive (negative) dependence of stochastic processes such that concepts are considerable us in deriving inequalities in probability and statistics. Lehmann [7] introduced various concepts of positive(negative) dependence in the bivariate case. Stronger notions of bivariate positive(negative) dependence were later developed by Esary and Proschan [6]. Ahmed et al.[2], and Ebrahimi and Ghosh[5] obtained multivariate versions of various positive(negative) dependence as described by Lehmann[7] and Esary and Proschan[6]. Concepts of positive(negative) dependence for random variables have subsequently been extended to stochastic processes in different directions by many authors.

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A CENTRAL LIMIT THEOREM FOR GENERAL WEIGHTED SUMS OF LPQD RANDOM VARIABLES AND ITS APPLICATION

  • Ko, Mi-Hwa;Kim, Hyun-Chull;Kim, Tae-Sung
    • 대한수학회지
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    • 제43권3호
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    • pp.529-538
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    • 2006
  • In this paper we derive the central limit theorem for ${\sum}^n_{i=l}\;a_{ni}{\xi}_{i},\;where\;\{a_{ni},\;1\;{\le}\;i\;{\le}n\}$ is a triangular array of non-negative numbers such that $sup_n{\sum}^n_{i=l}\;a^2_{ni}\;<\;{\infty},\;max_{1{\le}i{\le}n\;a_{ni}{\to}\;0\;as\;n{\to}{\infty}\;and\;{\xi}'_{i}s$ are a linearly positive quadrant dependent sequence. We also apply this result to consider a central limit theorem for a partial sum of a generalized linear process of the form $X_n\;=\;{\sum}^{\infty}_{j=-{\infty}}a_{k+j}{\xi}_{j}$.

On the Conditional Dependence Structure of Multivariate Random Variables

  • Baek, Jong-Il;Park, Sung-Tae;Chung, Sung-Mo;Lee, Gil-Hwan;Heo, Gil-Pyo
    • Communications for Statistical Applications and Methods
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    • 제13권3호
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    • pp.513-524
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    • 2006
  • In this paper, we introduce a new notions of conditionally weak dependence and we study their properties, preservation of the conditionally weak independent and positive and negative quadrant dependent(CWQD) property under mixtures, limits, closure under convex combinations, and their interrelationships. Furthermore, we extend multivariate stochastic dependence to stronger conditions of dependence.