A Strong Limit Theorem for Weighted Sums of Negatively Dependent Random Variables |
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Authors: | Soo Hak Sung |
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Affiliation: | 1. Department of Applied Mathematics, Pai Chai University, Taejon, South Koreasungsh@pcu.ac.kr |
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Abstract: | In this article, we establish a new complete convergence theorem for weighted sums of negatively dependent random variables. As corollaries, many results on the almost sure convergence and complete convergence for weighted sums of negatively dependent random variables are obtained. In particular, the results of Jing and Liang (2008 Jing, B.Y., Liang, H.Y. (2008). Strong limit theorems for weighted sums of negatively associated random variables. J. Theor. Probab. 21:890–909.[Crossref], [Web of Science ®] , [Google Scholar]), Sung (2012 Sung, S.H. (2012). Complete convergence for weighted sums of negatively dependent random variables. Stat. Pap. 53:73–82.[Crossref], [Web of Science ®] , [Google Scholar]), and Wu (2010) can be obtained. |
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Keywords: | Almost sure convergence Complete convergence Dependent random variables Negatively dependent random variables Strong law Weighted sum |
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