Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708737 | Applied Mathematics Letters | 2011 | 5 Pages |
Abstract
In this work, we establish an exponential inequality for unbounded negatively orthant dependent (NOD) random variables. The inequality extends and improves the results of Kim and Kim (2007) [1], Nooghabi and Azarnoosh (2009) [2], and Xing et al. (2009) [3]. We also obtain the convergence rate O(nâ1/2ln1/2n) for the strong law of large numbers, which improves on the corresponding ones of Kim and Kim (2007) [1], Nooghabi and Azarnoosh (2009) [2], and Xing et al. (2009) [3].
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Xuejun Wang, Shuhe Hu, Aiting Shen, Wenzhi Yang,