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Let {Xn; n ≥ 1} be a strictly stationary sequence of negatively associated random variables with mean zero and finite variance.[수식]We prove that for any[수식]then[수식]and for any b > −1/2[수식]where ¡(·) is the Gamma function and N stands for the standard normal random variable.
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참고문헌 (11)
참고문헌 신청
A. Gut / 2000 / Precise asymptotics in the law of the iterated logarithm / Ann. Probab. 28 (4) : 1870 ~ 1883
C. Su / 1997 / The moment inequalities and weak convergence for negatively associated sequences / Sci. China Ser. A 40 (2) : 172 ~ 182
K. Alam / 1981 / Positive dependence in multivariate distributions / Comm. Statist. A?Theory Methods 10 (12) : 1183 ~ 1196
K. Joag-Dev / 1983 / Negative association of random variables, with applications / Ann. Statist. 11 (1) : 286 ~ 295
P. Billingsley / 1968 / Convergence of Probability Measures / John Wiley & Sons, Inc.
C. Su / 1997 / The moment inequalities and weak convergence for negatively associated sequences / Sci. China Ser. A 40 (2) : 172 ~ 182
K. Alam / 1981 / Positive dependence in multivariate distributions / Comm. Statist. A?Theory Methods 10 (12) : 1183 ~ 1196
K. Joag-Dev / 1983 / Negative association of random variables, with applications / Ann. Statist. 11 (1) : 286 ~ 295
P. Billingsley / 1968 / Convergence of Probability Measures / John Wiley & Sons, Inc.
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