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The Hjek-Rnyi-type inequality for associated random variables

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Listed:
  • Hu, Shuhe
  • Wang, Xuejun
  • Yang, Wenzhi
  • Zhao, Ting

Abstract

A Hjek-Rnyi-type inequality for associated random variables was obtained by Prakasa Rao [Prakasa Rao, B.L.S., 2002. Hjek-Rnyi-type inequality for associated sequences. Statist. Probab. Lett. 57, 139-143]. Recently, Sung [Sung, H.S., 2008. A note on the Hjek-Rnyi inequality for associated random variables. Statist. Probab. Lett. 78, 885-889] improved the inequality of Prakasa Rao in the above-mentioned reference. In the paper, we use different methods from Sung's and improve the results of Sung in the second reference cited above.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:7:p:884-888
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    References listed on IDEAS

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    1. 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.
    2. Christofides, Tasos C., 2000. "Maximal inequalities for demimartingales and a strong law of large numbers," Statistics & Probability Letters, Elsevier, vol. 50(4), pages 357-363, December.
    3. Hu, Shuhe & Chen, Guijing & Wang, Xuejun, 2008. "On extending the Brunk-Prokhorov strong law of large numbers for martingale differences," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3187-3194, December.
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    Cited by:

    1. Wang, Xinghui & Wang, Xuejun, 2013. "Some inequalities for conditional demimartingales and conditional N-demimartingales," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 700-709.

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