On Hàjek-Rènyi-type inequality for conditionally negatively associated random variables and its applications
type: Item
instance of: scholarly article
zbMATH Open document ID: 1275.62035
author: Hye-Young Seo
author: Jong-Il Baek
publication date: 2012-06-11T00:00:00Z
full work available at URL: http://www.kcam.biz/contents/table_contents_view.php
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 45E99
Mathematics Subject Classification ID: 45E10
zbMATH DE Number: 6044958
zbMATH Keywords: Rosenthal type inequality
MaRDI profile type: Publication
title: On Hàjek-Rènyi-type inequality for conditionally negatively associated random variables and its applications
published in: Journal of Applied Mathematics \& Informatics
review text: The Hájek-Rènyi inequality is extended from the negative association to the conditional negative association. For this purpose, first the conditional Rosenthal type inequality for the conditional negative association is proved. As an application of the extended Hájek-Rènyi inequality the integrability of the supremum and a strong law of large numbers for conditionally negatively associate random variables are obtained. The condiitonally centered sequence of random variables is one from the initial terms in this paper.
reviewed by: Pavel Froněk
description: scientific article; zbMATH DE number 6044958