Article ID Journal Published Year Pages File Type
1152176 Statistics & Probability Letters 2013 5 Pages PDF
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
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