Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154686 | Statistics & Probability Letters | 2007 | 7 Pages |
Abstract
An exponential inequality is established for positively associated and strictly stationary random variables which have the finite Laplace transforms. The result of Oliveira [2005. An exponential inequality for associated variables. Statist. Probab. Lett. 73, 189–197] is improved.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Soo Hak Sung,