Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables

Dewan, Isha ; Prakasa Rao, B. L. S. (2006) Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables Journal of Inequalities and Applications, 2006 . pp. 1-8. ISSN 1025-5834

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Official URL: http://www.hindawi.com/journals/jia/2006/058317/ab...

Related URL: http://dx.doi.org/10.1155/JIA/2006/58317

Abstract

Let {Yn,n ≥ 1} be a sequence of nonmonotonic functions of associated random variables. We derive a Newman and Wright (1981) type of inequality for the maximum of partial sums of the sequence {Yn,n ≥ 1} and a Hajek-Renyi-type inequality for nonmonotonic functions of associated random variables under some conditions. As an application, a strong law of large numbers is obtained for nonmonotonic functions of associated random varaibles.

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Deposited On:26 Apr 2011 12:48
Last Modified:17 May 2016 20:48

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