EconPapers    
Economics at your fingertips  
 

A Strong Limit Theorem for Weighted Sums of Negatively Dependent Random Variables

Soo Hak Sung

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 2, 428-439

Abstract: In this article, we establish a new complete convergence theorem for weighted sums of negatively dependent random variables. As corollaries, many results on the almost sure convergence and complete convergence for weighted sums of negatively dependent random variables are obtained. In particular, the results of Jing and Liang (2008), Sung (2012), and Wu (2010) can be obtained.

Date: 2015
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2012.742111 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:44:y:2015:i:2:p:428-439

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2012.742111

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

 
Page updated 2025-03-20
Handle: RePEc:taf:lstaxx:v:44:y:2015:i:2:p:428-439