Some limit theorems for negatively associated random variables |
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| Authors: | Yu Miao Wenfei Xu Shanshan Chen Andre Adler |
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| Affiliation: | 1. College of Mathematics and Information Science, Henan Normal University, Henan Province, 453007, China
2. Department of Applied Mathematics IIT, Chicago, 60657, USA
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| Abstract: | Let {X n , n ≥ 1} be a sequence of negatively associated random variables. The aim of this paper is to establish some limit theorems of negatively associated sequence, which include the L p -convergence theorem and Marcinkiewicz–Zygmund strong law of large numbers. Furthermore, we consider the strong law of sums of order statistics, which are sampled from negatively associated random variables. |
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