期刊文献+

负相关随机变量加权和的强定律(英文)

Strong Laws for Weighted Sums of Negatively Orthant Dependent Random Variables
下载PDF
导出
摘要 在本文中我们讨论了不同分布负相关随机变量加权和的强定律.在一个有限矩生成函数的条件下,一些有关负相关随机变量加权和的强定律被获得.这些结果推广了Soo HakSung[4]关于独立同分布随机变量的相应结论.我们的结果也概括了Mi Hwa Ko和Tae SungKim[7]获得的相关结论,同时使得Nili Sani H R和Bozorgnia A[9]所取得的结果更加形象. In this paper, we discuss strong laws for weighted sums of non-identically distributed negatively orthant dependent random variables. Under a finite moment generating function, some strong laws for weighted sums are established. These results extend the corresponding results of Soo Hak Sung[4] on independent identically distributed random variables. Our results also generalize the results of Mi Hwa Ko and Tae Sung Kim[7] and sharp the corresponding results of Nili Sani H R and Bozorgnia Acgl.
出处 《应用数学》 CSCD 北大核心 2012年第2期258-264,共7页 Mathematica Applicata
基金 Supported by the National Natural Science Foundation of China(11061012) the New Century Guangxi China Ten-hundred-thousand Talents Project(2005214)
关键词 负相关随机变量 完全收敛 几乎处处收敛 加权和 Negatively orthant dependent random variable Complete convergence Almost sure convergence Weighted sum
  • 相关文献

参考文献11

  • 1BAI Zhidong,Cheng P E. Marcinkiewicz strong laws for linear statistics[J].Statistics & Probability Letters,2000.105-112.doi:10.1016/S0167-7152(99)00093-0.
  • 2Chow Y S,Lai T L. Limiting behavior of weighted sums of independent random variables[J].Annals of Probability,1973.810-824.doi:10.1214/aop/1176996847.
  • 3Teicher H. Almost certain convergence in double arrays[J].Zeitschrift Für Wahrscheinlichkeitstheorie Und Verwandte Gebiete,1985.331-345.
  • 4Sung S H. Strong laws for weighted sums of i.i.d.random variables[J].Ibid,2001.413-419.
  • 5Lehmann E L. Some concepts of dependence[J].Annals of Mathematical Statistics,1966.1137-1153.
  • 6Ebrahimi N,Ghosh M. Multivariate negative dependence[J].Communications in Statistics-Theory and Methods,1981.307-336.
  • 7Ko M H,Kim T S. Almost sureconvergence for weight ed sums of negatively orthant dependent random variables[J].Journal of Korean Mathematics Society,2005,(05):949-957.
  • 8WU Qunying. A strong limit theorem for weighted sums of sequences of negatively dependent random variables[OL].http://www.journalofinequalitiesandapplications.com/content/2010/1/383805,2009,(5).doi:10.1016/j.bbabio.2008.11.014.
  • 9Nili Sani H R,Amini M,Bozorgnia A. Strong laws for weighted sums of negative dependent random variables[J].Journal of Sciences Islamic Republic of Iran,2005,(03):261-266.
  • 10WU Qunying.Probability Limit Theory for Mixed Sequence[M]北京:科学出版社,2006.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部