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LPQD列的Hajek-Renyi型不等式及其应用 被引量：1

Hajek-Renyi Inequality and Its Applications for LPQD Sequences
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摘要 本文证明了LPQD随机变量序列的Hajek-Renyi型不等式,并由此分别得到一个LPQD序列加权和的可积性定理和强收敛定律,所得结果分别推广了Prakaso Rao,Birkel和Matula关于PA序列的相关结论. In the present article,Hajek-Renyi inequality and a strong law of large numbers for linearly positive quadrant dependent random variables are obtained,which imply an extension of Prakaso Rao s Hajek-Renyi-type inequality and Birkel and Matula s strong law of large numbers for positively associated random variables to the linearly positive quadrant dependence case.
作者 于林 王娟
机构地区 三峡大学理学院数学系
出处 《应用数学》 CSCD 北大核心 2010年第1期76-81,共6页 Mathematica Applicata
基金 湖北省高等学校自然科学研究计划重点项目(D200613001)
关键词 LPQD序列 最大值不等式 强大数定律 LPQD sequence Hajek-Renyi inequality Strong law of large numbers
分类号 O211.4 [理学—概率论与数理统计]
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参考文献11

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同被引文献6

  • 1LEHMANN E L. Some Concepts of Dependence [J]. The Annals of Mathematical Statistics, 1966, 37(5) : 1137-1153.
  • 2ESARY J, PROSCHAN F, WALKUP D. Associated Random Variables and with Applications [J]. The Annals of Mathematical Statistics, 1967, 38(5): 1-16.
  • 3NEWMAN C M. Asymptotic Independence and Limit Theorems for Positively and Negatively Dependent Random Variables [M]// Tong Y L. Inequalities in Statistics and Probability. Hayward: Institute of Mathematical Statistics, 1984: 127-140.
  • 4PRAKASA R. Hajek-Renyi-Type Inequality for Associated Sequences [J]. Z Wahrsch Verw Geb, 2002, 57(2): 139-143.
  • 5BIRKEL T. A Note on the Strong Law of Large Numbers for Positively Dependent Random Variables [J]. Statistics and Probability Letters, 1989, 7(1): 17-20.
  • 6MATULA P. Convergence of Weighted Averages of Associated Random Variables [J]. Probab Math Statist, 1996, 16(2) : 337-343.

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应用数学
2010年 第1期

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