Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables

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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: Journal of Inequalities and Applications

سال: 2006

ISSN: 1025-5834,1029-242X

DOI: 10.1155/jia/2006/58317