In this paper, a new H\'{a}jek-R\'{e}nyi-type inequality for mean zero associated random variables is obtained, which generalizes and improves the result of Theorem 2.2 of \ncite{9}. In addition, a Brunk-Prokhorov-type strong law of large numbers is also given.
The research was supported by the National NaturalScience Foundation of China (Grant No. 11061032) and the Professional Competence Enhancement Research Project for Young Teachers of Northwest Normal University (Grant No. NWNU-LKQN-11-2)
FENG DeCheng,WANG XiaoYan,GAO YuFeng. H\'{a}jek-R\'{e}nyi-Type Inequality and Strong Law of Large Numbers for Associated Sequences[J]. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2018, 34(2): 169-176.