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Asymptotics for dependent Bernoulli random variables

Authors :
Wu, Lan
Qi, Yongcheng
Yang, Jingping
Source :
Statistics & Probability Letters. Mar2012, Vol. 82 Issue 3, p455-463. 9p.
Publication Year :
2012

Abstract

Abstract: This paper considers a sequence of Bernoulli random variables which are dependent in a way that the success probability of a trial conditional on the previous trials depends on the total number of successes achieved prior to the trial. The paper investigates almost sure behaviors for the sequence and proves the strong law of large numbers under weak conditions. For linear probability functions, the paper also obtains the strong law of large numbers, the central limit theorems and the law of the iterated logarithm, extending the results by . [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
01677152
Volume :
82
Issue :
3
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
70949560
Full Text :
https://doi.org/10.1016/j.spl.2011.12.002