Prakasa Rao, B. L. S. (2002) Hajek–Renyi-type inequality for associated sequences Statistics & Probability Letters, 57 (2). pp. 139-143. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01677...
Related URL: http://dx.doi.org/10.1016/S0167-7152(02)00025-1
Abstract
Let {Ω.ƒ.P} be a probability space and {Xn, n ≥1} be a sequence of random variables defined on it. A finite sequence {X1,…,Xn} is said to be associated if for any two component wise non-decreasing functions f and g on Rn, Cov(f(X1,…,Xn),g(X1,…,Xn))≥0. A Hajek–Renyi-type inequality for associated sequences is proved. Some applications are given.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Hajek–Renyi Inequality; Associated Sequences |
| ID Code: | 37606 |
| Deposited On: | 26 Apr 2011 12:45 |
| Last Modified: | 26 Apr 2011 12:45 |
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