Exponential inequality for associated random variables

D. A. Ioannides and G. G. Roussas

Statistics & Probability Letters, 1999, vol. 42, issue 4, 423-431

Abstract: Under mild conditions, a Bernstein-Hoeffding-type inequality is established for covariance invariant positively associated random variables. A condition is given for almost sure convergence, and the associated rate of convergence is specified in terms of the underlying covariance function.

Keywords: Exponential; inequality; Associated; random; variables; Covariance; function (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

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