The Hájek–Rényi inequality for the NA random variables and its application

1999 ◽  
Vol 44 (2) ◽  
pp. 210 ◽  
Author(s):  
Jingjun Liu ◽  
Shixin Gan ◽  
Pingyan Chen
Filomat ◽  
2014 ◽  
Vol 28 (7) ◽  
pp. 1333-1343 ◽  
Author(s):  
Wenzhi Yang ◽  
Tingting Liu ◽  
Xuejun Wang ◽  
Shuhe Hu

It can be found that widely orthant dependent (WOD) random variables are weaker than extended negatively orthant dependent (END) random variables, while END random variables are weaker than negatively orthant dependent (NOD) and negatively associated (NA) random variables. In this paper, we investigate the Bahadur representation of sample quantiles based on WOD sequences. Our results extend the corresponding ones of Ling [N.X. Ling, The Bahadur representation for sample quantiles under negatively associated sequence, Statistics and Probability Letters 78(16) (2008), 2660-2663], Xu et al. [S.F. Xu, L. Ge, Y. Miao, On the Bahadur representation of sample quantiles and order statistics for NA sequences, Journal of the Korean Statistical Society 42(1) (2013), 1-7] and Li et al. [X.Q. Li, W.Z. Yang, S.H. Hu, X.J. Wang, The Bahadur representation for sample quantile under NOD sequence, Journal of Nonparametric Statistics 23(1) (2011), 59-65] for the case of NA sequences or NOD sequences.


2007 ◽  
Vol 2007 ◽  
pp. 1-11
Author(s):  
Yuexu Zhao

LetX1,X2,…be a strictly stationary sequence of negatively associated (NA) random variables withEX1=0, setSn=X1+⋯+Xn, suppose thatσ2=EX12+2∑n=2∞EX1Xn>0andEX12<∞,if−1<α≤1;EX12(log|X1|)α<∞, ifα>1. We provelimε↓0ε2α+2∑n=1∞((logn)α/n)P(|Sn|≥σ(ε+κn)2nlogn)=2−(α+1)(α+1)−1E|N|2α+2, whereκn=O(1/logn)and N is the standard normal random variable.


1998 ◽  
Vol 43 (13) ◽  
pp. 1076-1080 ◽  
Author(s):  
Jianmin Pan ◽  
Chuanrong Lu

1999 ◽  
Vol 43 (1) ◽  
pp. 99-105 ◽  
Author(s):  
Jingjun Liu ◽  
Shixin Gan ◽  
Pingyan Chen

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