Some results on dependent random variables and a connection with the multivariate s-increasing convex order |
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| Authors: | Milto Hadjikyriakou |
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| Affiliation: | School of Sciences, University of Central Lancashire, Pyla, Larnaka, Cyprus |
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| Abstract: | In this paper, some new concepts of dependence are introduced that generalize the concepts of positive and negative association. The new concepts of dependence are linked to the multivariate s-increasing convex order. Furthermore, a Kolmogorov-type inequality and a Hàjek–Rènyi inequality are proven that lead to an asymptotic result for these new random objects. |
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| Keywords: | Hàjek–Rènyi inequality Kolmogorov-type inequality multivariate s-increasing convex order negative association positive association |
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