Hájek-Rényi-type inequality for associated sequences

B. L. S. Prakasa Rao

Statistics & Probability Letters, 2002, vol. 57, issue 2, 139-143

Abstract: Let be a probability space and {Xn, n[greater-or-equal, slanted]1} be a sequence of random variables defined on it. A finite sequence {X1,...,Xn} is said to be associated if for any two component wise non-decreasing functions f and g on Rn, Cov(f(X1,...,Xn),g(X1,...,Xn))[greater-or-equal, slanted]0. A Hájek-Rényi-type inequality for associated sequences is proved. Some applications are given.

Keywords: Hájek-Rényi; inequality; Associated; sequences (search for similar items in EconPapers)
Date: 2002
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