An Extension of the Hajek-Renyi Inequality for One Maximum of Partial Sums
نویسندگان
چکیده
منابع مشابه
Hajek-renyi-type Inequality for Some Nonmonotonic Functions of Associated Random Variables
Let {Yn, n≥ 1} be a sequence of nonmonotonic functions of associated random variables. We derive a Newman and Wright (1981) type of inequality for the maximum of partial sums of the sequence {Yn, n≥ 1} and a Hajek-Renyi-type inequality for nonmonotonic functions of associated random variables under some conditions. As an application, a strong law of large numbers is obtained for nonmonotonic fu...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1973
ISSN: 0090-5364
DOI: 10.1214/aos/1176342468