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A note on the Hájek-Rényi inequality for associated random variables

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  • Sung, Soo Hak

Abstract

A Hájek-Rényi type inequality for associated random variables was obtained by Prakasa Rao [Prakasa Rao, B.L.S, 2002, Hájek-Rényi-type inequality for associated sequences. Statist. Probab. Lett. 57, 139-143]. In this paper, we improve the inequality. Some applications are also given.

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  • Sung, Soo Hak, 2008. "A note on the Hájek-Rényi inequality for associated random variables," Statistics & Probability Letters, Elsevier, vol. 78(7), pages 885-889, May.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:7:p:885-889
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    References listed on IDEAS

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    1. Liu, Jingjun & Gan, Shixin & Chen, Pingyan, 1999. "The Hájeck-Rényi inequality for the NA random variables and its application," Statistics & Probability Letters, Elsevier, vol. 43(1), pages 99-105, May.
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    Cited by:

    1. Hu, Shuhe & Wang, Xuejun & Yang, Wenzhi & Zhao, Ting, 2009. "The Hjek-Rnyi-type inequality for associated random variables," Statistics & Probability Letters, Elsevier, vol. 79(7), pages 884-888, April.

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