H\'ajek-R\'enyi-Type Inequality and Strong Law of Large Numbers for Associated Sequences

FENG DeCheng; WANG XiaoYan; GAO YuFeng

doi:10.3969/j.issn.1001-4268.2018.02.005

FENG DeCheng, WANG XiaoYan, GAO YuFeng. H\'ajek-R\'enyi-Type Inequality and Strong Law of Large Numbers for Associated SequencesJ. Chinese Journal of Applied Probability and Statistics, 2018, 34(2): 169-176. DOI: 10.3969/j.issn.1001-4268.2018.02.005

Citation:

FENG DeCheng, WANG XiaoYan, GAO YuFeng. H\'ajek-R\'enyi-Type Inequality and Strong Law of Large Numbers for Associated SequencesJ. Chinese Journal of Applied Probability and Statistics, 2018, 34(2): 169-176. DOI: 10.3969/j.issn.1001-4268.2018.02.005

Citation:

FENG DeCheng, WANG XiaoYan, GAO YuFeng. H\'ajek-R\'enyi-Type Inequality and Strong Law of Large Numbers for Associated SequencesJ. Chinese Journal of Applied Probability and Statistics, 2018, 34(2): 169-176. DOI: 10.3969/j.issn.1001-4268.2018.02.005

H\'ajek-R\'enyi-Type Inequality and Strong Law of Large Numbers for Associated Sequences

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Abstract

In this paper, a new H\'ajek-R\'enyi-type inequality for mean zero associated random variables is obtained, which generalizes and improves the result of Theorem 2.2 of \ncite9. In addition, a Brunk-Prokhorov-type strong law of large numbers is also given.

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H\'ajek-R\'enyi-Type Inequality and Strong Law of Large Numbers for Associated Sequences

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