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
S. Sung
中科院分区:
数学3区
文献类型:
--
作者:
S. Sung

文献摘要

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许多作者已经建立了相同分布的负相关和负相关随机变量的许多指数不等式。该证明使用截断技术以及有界项和无界项的控制。在本文中,我们从本质上改进了对无界项的界限的控制,并获得了负相关随机变量(包括负相关随机变量)的指数不等式。我们的结果比文献中相应的结果有所改进。
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.