A comparison theorem on moment inequalities between negatively associated and independent random variables (Q1582126): Difference between revisions
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Latest revision as of 11:04, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison theorem on moment inequalities between negatively associated and independent random variables |
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A comparison theorem on moment inequalities between negatively associated and independent random variables (English)
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30 October 2001
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Two sequences of random variables, negatively associated (NA) and independent, are considered. It is shown that the expectation of any convex function of the partial sum (or the maximum partial sum) of NA random variables can be bounded by those of independent random variables. Such a comparison result is useful to obtain limit theorems, especially strong laws of large numbers, functional central limit theorems, Berry-Esseen bounds and laws of the iterated logarithm for NA sequences of random variables.
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negative dependence
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negative association
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independent random variables
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convexity
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limit theorems
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