DOI QR코드

DOI QR Code

STRONG LAWS OF LARGE NUMBERS FOR WEIGHTED SUMS OF NEGATIVELY DEPENDENT RANDOM VARIABLES

  • Ko, Mi-Hwa ;
  • Han, Kwang-Hee ;
  • Kim, Tae-Sung
  • Published : 2006.11.01

Abstract

For double arrays of constants ${a_{ni},\;1{\leq}i{\leq}k_n,\;n{\geq}1}$ and sequences of negatively orthant dependent random variables ${X_n,\;n{\geq}1}$, the conditions for strong law of large number of ${\sum}^{k_n}_{i=1}a_{ni}X_i$ are given. Both cases $k_n{\uparrow}{\infty}\;and\;k_n={\infty}$ are treated.

Keywords

negatively quadrant dependent;negatively orthant dependent;strong law of large number;weighted sum;double array;stochastically dominated

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