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Hájek-Rényi-type inequality for associated sequences


  • Prakasa Rao, B. L. S.


Let be a probability space and {Xn, n[greater-or-equal, slanted]1} be a sequence of random variables defined on it. A finite sequence {X1,...,Xn} is said to be associated if for any two component wise non-decreasing functions f and g on Rn, Cov(f(X1,...,Xn),g(X1,...,Xn))[greater-or-equal, slanted]0. A Hájek-Rényi-type inequality for associated sequences is proved. Some applications are given.

Suggested Citation

  • Prakasa Rao, B. L. S., 2002. "Hájek-Rényi-type inequality for associated sequences," Statistics & Probability Letters, Elsevier, vol. 57(2), pages 139-143, April.
  • Handle: RePEc:eee:stapro:v:57:y:2002:i:2:p:139-143

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    References listed on IDEAS

    1. Birkel, Thomas, 1988. "A note on the strong law of large numbers for positively dependent random variables," Statistics & Probability Letters, Elsevier, vol. 7(1), pages 17-20, July.
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