Hajek-renyi-type Inequality for Some Nonmonotonic Functions of Associated Random Variables
نویسندگان
چکیده
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 functions of associated random varaibles.
منابع مشابه
A note on the strong law of large numbers for associated sequences
assuming of course that the covariance exists. The infinite sequence {Xn, n ≥ 1} is said to be associated if every finite subfamily is associated. The concept of association was introduced by Esary et al. [1]. There are some results on the strong law of large numbers for associated sequences. Rao [4] developed the Hajek-Renyi inequality for associated sequences and proved the following theorem....
متن کاملOn the generalization of Trapezoid Inequality for functions of two variables with bounded variation and applications
In this paper, a generalization of trapezoid inequality for functions of two independent variables with bounded variation and some applications are given.
متن کاملMaximal Inequalities for Associated Random Variables
In a celebrated work by Shao [13] several inequalities for negatively associated random variables were proved. In this paper we obtain some maximal inequalities for associated random variables. Also we establish a maximal inequality for demimartingales which generalizes and improves the result of Christofides [4].
متن کاملInequalities of Ando's Type for $n$-convex Functions
By utilizing different scalar equalities obtained via Hermite's interpolating polynomial, we will obtain lower and upper bounds for the difference in Ando's inequality and in the Edmundson-Lah-Ribariv c inequality for solidarities that hold for a class of $n$-convex functions. As an application, main results are applied to some operator means and relative operator entropy.
متن کاملResults of the Chebyshev type inequality for Pseudo-integral
In this paper, some results of the Chebyshev type integral inequality for the pseudo-integral are proven. The obtained results, are related to the measure of a level set of the maximum and the sum of two non-negative integrable functions. Finally, we applied our results to the case of comonotone functions.
متن کامل