On the exponential inequality for negative dependent sequence
Commun. Korean Math. Soc. 2007 Vol. 22, No. 2, 315-321 Printed June 1, 2007
Tae-Sung Kim, Hyun-Chull Kim WonKwang University, Daebul University
Abstract : We show an exponential inequality for negatively associated and strictly stationary random variables replacing an uniform boundedness assumption by the existence of Laplace transforms. To obtain this result we use a truncation technique together with a block decomposition of the sums. We also identify a convergence rate for the strong law of large number.
Keywords : exponential inequality, negatively associated, strong law of large numbers, convergence rate, decomposition