Communications of the
Korean Mathematical Society
CKMS

ISSN(Print) 1225-1763 ISSN(Online) 2234-3024

Article

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Commun. Korean Math. Soc. 2007; 22(1): 137-143

Printed March 1, 2007

Copyright © The Korean Mathematical Society.

Exponential probability inequality for linearly negative quadrant dependent random variables

Mi-Hwa Ko, Yong-Kab Choi, Yue-Soon Choi

Seoul National University, Gyeongsang National University, WonKwang University

Abstract

In this paper, a Berstein-Hoeffding type inequality is established for linearly negative quadrant dependent random variables. A condition is given for almost sure convergence and the associated rate of convergence is specified.

Keywords: exponential inequality, negatively associated, linearly negative quadrant dependent, almost sure convergence

MSC numbers: 60F15