Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549577 | Statistics & Probability Letters | 2014 | 8 Pages |
Abstract
Let {Xn,nâ¥1} be a sequence of identically distributed negatively associated random variables and let {ani,1â¤iâ¤n,nâ¥1} be an array of constants satisfying âi=1n|ani|α=O(n) for some 1<αâ¤2. In this paper, we give moment conditions for complete convergence of the form ân=1ânâ1P(max1â¤mâ¤n|âi=1maniXi|>ϵbn)<â,âϵ>0, where bn=n1/α(logn)1/γ and α>γ>0. Our moment conditions are almost optimal. As a corollary, a strong law of large numbers for weighted sums is obtained.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Pingyan Chen, Soo Hak Sung,