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Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables

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  • Hadjikyriakou, Milto

Abstract

In this paper we define the class of conditional strong N-demimartingales given a σ-field F. This class includes the partial sum of F-negatively associated random variables as a special case. For functions of conditional strong N-demimartingales we compare the conditional expectation with the corresponding one of partial sums of conditionally independent random variables.

Suggested Citation

  • Hadjikyriakou, Milto, 2013. "Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1282-1286.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:4:p:1282-1286
    DOI: 10.1016/j.spl.2012.12.031
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    References listed on IDEAS

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    1. B. Prakasa Rao, 2009. "Conditional independence, conditional mixing and conditional association," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(2), pages 441-460, June.
    2. Manuel Ordóñez Cabrera & Andrew Rosalsky & Andrei Volodin, 2012. "Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(2), pages 369-385, June.
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    Cited by:

    1. Hadjikyriakou, Milto, 2017. "Normal approximation for strong demimartingales," Statistics & Probability Letters, Elsevier, vol. 122(C), pages 104-108.
    2. Feng, Decheng & Zhang, Xiaomei, 2023. "Maximal inequalities and the strong law of large numbers for strong demimartingales," Statistics & Probability Letters, Elsevier, vol. 193(C).

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