On the exponential inequalities for negatively dependent random variables
On the exponential inequalities for negatively dependent random variables
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DOI:
10.1016/j.jmaa.2011.02.058
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发表时间:
2011-09
影响因子:
1.3
通讯作者:
S. Sung
中科院分区:
文献类型:
--
作者:
S. Sung
A number of exponential inequalities for identically distributed negatively dependent and negatively associated random variables have been established by many authors. The proofs use the truncation technique together with the control of the bounded terms and unbounded terms. In this paper, we improve essentially the control of bounds for the unbounded terms and obtain exponential inequalities for negatively dependent random variables which include negatively associated random variables. Our results improve on the corresponding ones in the literature.