Strong stability of weighted sums of NA random variables (Q2570940)
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English | Strong stability of weighted sums of NA random variables |
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Strong stability of weighted sums of NA random variables (English)
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31 October 2005
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The almost sure (strong) stability of weighted sums of negatively associated random variables is studied. New results which extend earlier results of \textit{P. Matula} [Stat. Probab. Lett. 15, No. 3, 209--213 (1992; Zbl 0925.60024)], \textit{Y. S. Chow} and \textit{H. Teicher} [Ann. Math. Stat. 42, 401--404 (1971; Zbl 0229.60022)], \textit{B. Jamison, S. Orey} and \textit{W. Pruitt} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 4, 40--44 (1965; Zbl 0141.16404)] and \textit{V. V. Petrov} [``Sums of independent random variables'' (1975; Zbl 0322.60042)], are obtained.
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almost sure stability
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negative association
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stochastic dominance
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