Department of Applied Mathematics, Tongji University, Shanghai 200092, China. e-mail: email@example.com
WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES
Article first published online: 14 MAR 2006
Australian & New Zealand Journal of Statistics
Volume 48, Issue 1, pages 21–31, March 2006
How to Cite
Liang, H.-Y. and Baek, J.-I. (2006), WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES. Australian & New Zealand Journal of Statistics, 48: 21–31. doi: 10.1111/j.1467-842X.2006.00422.x
- Issue published online: 14 MAR 2006
- Article first published online: 14 MAR 2006
- Received May 2004; revised December 2004; accepted August 2005.
- Cesàro mean;
- negatively associated random variable;
- Strong law;
- weighted sum
In this paper, we establish strong laws for weighted sums of negatively associated (NA) random variables which have a higher-order moment condition. Some results of Bai Z.D. & Cheng P.E. (2000)[Marcinkiewicz strong laws for linear statistics. Statist. and Probab. Lett.43, 105–112,] and Sung S.K. (2001)[Strong laws for weighted sums of i.i.d. random variables, Statist. and Probab. Lett.52, 413–419] are sharpened and extended from the independent identically distributed case to the NA setting. Also, one of the results of Li D.L. et al. (1995)[Complete convergence and almost sure convergence of weighted sums of random variables. J. Theoret. Probab.8, 49–76,] is complemented and extended.