GUO Mingle, SHAN Siwei. Equivalent Conditions of Complete qth Moment Convergence for Weighted Sums of Sequences of Negatively Orthant Dependent Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(4): 381-392. DOI: 10.3969/j.issn.1001-4268.2020.04.005
Citation: GUO Mingle, SHAN Siwei. Equivalent Conditions of Complete qth Moment Convergence for Weighted Sums of Sequences of Negatively Orthant Dependent Random Variables[J]. Chinese Journal of Applied Probability and Statistics, 2020, 36(4): 381-392. DOI: 10.3969/j.issn.1001-4268.2020.04.005

Equivalent Conditions of Complete qth Moment Convergence for Weighted Sums of Sequences of Negatively Orthant Dependent Random Variables

  • In this paper, the complete qth moment convergence for weighted sums of sequences of negatively orthant dependent random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete qth moment convergence for weighted sums of sequences of negatively orthant dependent random variables are established. These results not only extend the corresponding results obtained by Li and Sp\vataru\ucite4, Liang et al.\ucite5, Guo\ucite6 and Gut\ucite21 to sequences of negatively orthant dependent random variables, but also improve them.
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