Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152176 | Statistics & Probability Letters | 2013 | 5 Pages |
Abstract
In this paper we define the class of conditional strong N-demimartingales given a σσ-field FF. This class includes the partial sum of FF-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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Milto Hadjikyriakou,