The Hjek-Rnyi-type inequality for associated random variables

Shuhe Hu, Xuejun Wang, Wenzhi Yang and Ting Zhao

Statistics & Probability Letters, 2009, vol. 79, issue 7, 884-888

Abstract: A Hjek-Rnyi-type inequality for associated random variables was obtained by Prakasa Rao [Prakasa Rao, B.L.S., 2002. Hjek-Rnyi-type inequality for associated sequences. Statist. Probab. Lett. 57, 139-143]. Recently, Sung [Sung, H.S., 2008. A note on the Hjek-Rnyi inequality for associated random variables. Statist. Probab. Lett. 78, 885-889] improved the inequality of Prakasa Rao in the above-mentioned reference. In the paper, we use different methods from Sung's and improve the results of Sung in the second reference cited above.

Date: 2009
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