Maximal Inequalities for Associated Random Variables
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Abstract:
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].
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Journal title
volume 16 issue 1
pages -
publication date 2005-03-01
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