A HOFFMANN-JORGENSEN INEQUALITY OF NA RANDOM VARIABLES WITH APPLICATIONS TO THE CONVERGENCE RATE

作者：Yang, Xiaorong^*; Fu, Ke-Ang

来源：Mathematical Inequalities & Applications, 2013, 16(2): 313-328.

DOI：10.7153/mia-16-24

• Hoffmann-Jorgensen inequality
• negatively associated random variables
• complete convergence

In this paper, we prove the Hoffmann-Jorgensen inequality for the negatively associated (NA) random variables. As an application, it is consequently used for the construction of the convergence rate for tail probabilities of partial sums of NA random variables. Our results extends the conclusions of Li and Sp. ataru's (2005).

• 出版日期2013-4
• 单位浙江工商大学