数学季刊 ›› 2014, Vol. 29 ›› Issue (2): 195-202.doi: 10.13371/j.cnki.chin.q.j.m.2014.02.006

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END随机变量的概率不等式及其应用

  

  1. School of Mathematics and Computational Science, Fuyang Teacher’s College
  • 收稿日期:2012-06-08 出版日期:2014-06-30 发布日期:2020-12-01
  • 作者简介:TANG Xiao-feng(1978-), male, native of Fuyang, Anhui, a lecturer of Fuyang Teacher's College, M.S.D., engages in probability limit theorem.
  • 基金资助:
    Supported by the Project of the Feature Specialty of China(TS11496); Supported by the Scientific Research Projects of Fuyang Teacher’s College(2009FSKJ09);

Probability Inequalities for Extended Negatively Dependent Random Variables and Their Applications

  1. School of Mathematics and Computational Science, Fuyang Teacher’s College
  • Received:2012-06-08 Online:2014-06-30 Published:2020-12-01
  • About author:TANG Xiao-feng(1978-), male, native of Fuyang, Anhui, a lecturer of Fuyang Teacher's College, M.S.D., engages in probability limit theorem.
  • Supported by:
    Supported by the Project of the Feature Specialty of China(TS11496); Supported by the Scientific Research Projects of Fuyang Teacher’s College(2009FSKJ09);

摘要: Some probability inequalities are established for extended negatively dependent(END) random variables. The inequalities extend some corresponding ones for negatively associated random variables and negatively orthant dependent random variables. By using these probability inequalities, we further study the complete convergence for END random variables. We also obtain the convergence rate O(n-1/2ln1/2n) for the strong law of large numbers, which generalizes and improves the corresponding ones for some known results. 

关键词: extended negatively dependent sequence, negatively orthant dependent sequence, probability inequality, complete convergence

Abstract: Some probability inequalities are established for extended negatively dependent(END) random variables. The inequalities extend some corresponding ones for negatively associated random variables and negatively orthant dependent random variables. By using these probability inequalities, we further study the complete convergence for END random variables. We also obtain the convergence rate O(n-1/2ln1/2n) for the strong law of large numbers, which generalizes and improves the corresponding ones for some known results. 

Key words: extended negatively dependent sequence, negatively orthant dependent sequence, probability inequality, complete convergence

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