Conditional versions of limit theorems for conditionally associated random variables |
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Authors: | De-Mei Yuan Yu-Kun Yang |
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Affiliation: | School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067, PR China |
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Abstract: | Relation between association and conditional association is answered, several examples show that the association of random variables does not imply the conditional association, and vice versa. Several fundamental properties of conditional associated random variables are developed, which extend the corresponding ones under the non-conditioning setup. By means of these properties, some conditional Hájek-Rényi type inequalities, a conditional strong law of large numbers and a conditional central limit theorem stated in terms of conditional characteristic functions are established, which are conditional versions of the earlier results for associated random variables, respectively. In addition, some lemmas in the context are of independent interest. |
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Keywords: | Conditional association Conditional Há jek-Ré nyi type inequality Conditional strong law of large numbers Conditional central limit theorem |
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