Complete Convergence for M-Pairwise Negatively Dependent Random Variables
Corressponding author's email:
anhvtv@hcmute.edu.vnDOI:
https://doi.org/10.54644/jte.72A.2022.1135Keywords:
complete convergence, m - pairwise negatively dependent random variables, pairwise independent and identically distributed random variables, negative association, pairwise negative dependenceAbstract
Hsu and Robbins (1947) introduce the concept complete convergence as follows. A sequence of random variables is said to converge completely to a constant if for all The converse is true if the are independent. They also show that the sequence of arithmetic means of independent and identically distributed random variables converges completely to the expected value if the variance of the summands is finite. Erdös proved the converse. The result of Hsu-Robbins-Erdös is a fundamental theorem in probability theory and has been generalized and extended in several directions by many authors. In this paper, let be a sequence of positive constants with and be a sequence of m-pairwise negatively dependent random variables. We study the complete convergence for m-pairwise negatively dependent random variables under mild condition . Our results obtained in the paper generalize the corresponding ones for pairwise independent and identically distributed random variables and also pairwise negatively dependent random variables.
Downloads: 0
References
S. H. Sung, “On the strong law of large numbers for pairwise i.i.d. random variables with general moment conditions,” Statist. Probab. Lett., vol.83, no. 9, pp.1963–1968, 2013.
A. Shen, Y. Zhang, and A. Volodin, “On the strong convergence and complete convergence for pairwise NQD random variables,” Abstr. Appl. Anal., vol.2014, Art. ID 949608, 2014, https://doi.org/10.1155/2014/949608.
E. L. Lehmann, “Some concepts of dependence,” Ann. Math. Statist., vol. 37, pp.1137–1153, 1966.
K. J.-Dev and F. Proschan, “Negative association of random variables, with applications,” Ann. Statist., vol.11, no. 1, pp.286–295, 1983.
T. N. A. Vu, “A strong limit theorem for sequences of blockwise and pairwise negative quadrant M-dependent random variables,” Bull. Malays. Math. Sci. Soc., vol.36, no.1, pp.159–164, 2013.
X. J. Wang, S. H. Hu, and A. I. Volodin, “Moment inequalities for m-NOD random variables and their applications,” Theory Probab. Appl., vol.62, no. 3, pp.471–490, 2018.
Y. Wu and A. Rosalsky, “Strong convergence for m-pairwise negatively quadrant dependent random variables,” Glas. Mat. Ser. III, vol.50, no.1, pp. 245–259, 2015.
N. Ebrahimi and M. Ghosh, “Multivariate negative dependence,” Comm. Statist. A—Theory Methods, vol.10, no. 4, pp. 307–337, 1981.
Downloads
Published
How to Cite
License
Copyright (c) 2022 Journal of Technical Education Science

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Copyright © JTE.


