EconPapers    
Economics at your fingertips  
 

Complete convergence for negatively dependent random variables

M. Amini D. and A. Bozorgnia

International Journal of Stochastic Analysis, 2003, vol. 16, 1-6

Abstract:

In this paper, we study the complete convergence for the means 1 n ∑ i = 1 n X i and 1 n α ∑ k = 1 n X n k via. exponential bounds, where α > 0 and { X n , n ≥ 1 } is a sequence of negatively dependent random variables and { X n k , 1 ≤ k ≤ n , n ≥ 1 } is an array of rowwise pairwise negatively dependent random variables.

Date: 2003
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJSA/16/783145.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJSA/16/783145.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:783145

DOI: 10.1155/S104895330300008X

Access Statistics for this article

More articles in International Journal of Stochastic Analysis from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().

 
Page updated 2025-03-19
Handle: RePEc:hin:jnijsa:783145