The Hájek-Rényi inequality for the NA random variables and its application (Q1284593): Difference between revisions

The authors extend the classical Hájek-Rényi inequality to partial sums of negatively associated (NA) random variables. The latter have been introduced by K. Joag-Dev and F. Proschan (1983) and are of interest in reliability theory and multivariate statistics. Strong laws of large numbers and complete convergence for NA variables are consequences of the above extension. The Marcinkiewicz strong law is discussed in some detail.