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Complete moment convergence for weighted sums of negatively orthant dependent random variables
- Source :
- Filomat. 31:1195-1206
- Publication Year :
- 2017
- Publisher :
- National Library of Serbia, 2017.
-
Abstract
- In this paper, the complete moment convergence and the integrability of the supremum for weighted sums of negatively orthant dependent (NOD, in short) random variables are presented. As applications, the complete convergence and the Marcinkiewicz-Zygmund type strong law of large numbers for NODrandom variables are obtained. The results established in the paper generalize some corresponding ones for independent random variables and negatively associated random variables.
- Subjects :
- Independent and identically distributed random variables
Exchangeable random variables
Multivariate random variable
General Mathematics
010102 general mathematics
01 natural sciences
Algebra of random variables
Orthant
010101 applied mathematics
Combinatorics
Convergence of random variables
Sum of normally distributed random variables
Proofs of convergence of random variables
0101 mathematics
Mathematics
Subjects
Details
- ISSN :
- 24060933 and 03545180
- Volume :
- 31
- Database :
- OpenAIRE
- Journal :
- Filomat
- Accession number :
- edsair.doi...........fc25082d2e418d53b3ef4223aaa8a4d7