Negatively dependent bounded random variable probability inequalities and the strong law of large numbers (Q1841232): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
(3 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Q310628 / rank | |||
Property / author | |||
Property / author: Q222588 / rank | |||
Property / author | |||
Property / author: Mohammad Amini-Dehak / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Abolghassem Bozorgnia / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 05:53, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Negatively dependent bounded random variable probability inequalities and the strong law of large numbers |
scientific article |
Statements
Negatively dependent bounded random variable probability inequalities and the strong law of large numbers (English)
0 references
2000
0 references
Summary: Let \(X_1,\dots, X\) be negatively dependent uniformly bounded random variables with d.f. \(F(x)\). We obtain bounds for the probabilities \(P(|\sum^n_{i=1} X_i|\geq nt)\) and \(P(|\widehat\xi_{pn}- \xi_p|> \varepsilon)\) where \(\widehat\xi_{pn}\) is the sample \(p\)th quantile and \(\xi_p\) is the \(p\)th quantile of \(F(x)\). Moreover, we show that \(\widehat\xi_{pn}\) is a strongly consistent estimator of \(\xi_p\) under mild restrictions on \(F(x)\) in the neighborhood of \(\xi_p\). We also show that \(\widehat\xi_{pn}\) converges completely to \(\xi_p\).
0 references
complete convergence
0 references