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WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES
Authors:Han-Ying  Liang and Jong-Il  Baek
Institution:Indian Statistical Institute and Indian Institute of Management Calcutta
Abstract:In this paper, we establish strong laws for weighted sums of negatively associated (NA) random variables which have a higher‐order moment condition. Some results of Bai Z.D. & Cheng P.E. (2000) Marcinkiewicz strong laws for linear statistics. Statist. and Probab. Lett. 43, 105–112,] and Sung S.K. (2001) Strong laws for weighted sums of i.i.d. random variables, Statist. and Probab. Lett. 52, 413–419] are sharpened and extended from the independent identically distributed case to the NA setting. Also, one of the results of Li D.L. et al. (1995) Complete convergence and almost sure convergence of weighted sums of random variables. J. Theoret. Probab. 8, 49–76,] is complemented and extended.
Keywords:Cesàro mean  negatively associated random variable  Strong law  weighted sum
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