A Remark on the Exponential Inequality for Associated Random Variables

Guo-Dong Xing ； Shan-Chao Yang

《管理科學與統計決策》 7卷1期 (2010/03) Pp. 55-58

https://doi.org/10.6704/JMSSD.2010.7.1.55

並列摘要

An exponential inequality for associated random variables is established. By this exponential inequality, we obtain the rate of convergence n(superscript -1/2) (log n)(superscript 1/2) for the strong law of large numbers ∑(superscript n subscript i=1)) (X(subscript i)-EX(subscript i))/n→0 as., which reaches the available one for independent random variables in terms of Berstein type inequality.

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