• 제목/요약/키워드: random weighted

검색결과 267건 처리시간 0.025초

On Complete Convergence for Weighted Sums of Pairwise Negatively Quadrant Dependent Sequences

  • Ko, Mi-Hwa
    • Communications for Statistical Applications and Methods
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    • 제19권2호
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    • pp.247-256
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    • 2012
  • In this paper we prove the complete convergence for weighted sums of pairwise negatively quadrant dependent random variables. Some results on identically distributed and negatively associated setting of Liang and Su (1999) are generalized and extended to the pairwise negative quadrant dependence case.

STRONG LIMIT THEOREMS FOR WEIGHTED SUMS OF NOD SEQUENCE AND EXPONENTIAL INEQUALITIES

  • Wang, Xuejun;Hu, Shuhe;Volodin, Andrei I.
    • 대한수학회보
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    • 제48권5호
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    • pp.923-938
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    • 2011
  • Some properties for negatively orthant dependent sequence are discussed. Some strong limit results for the weighted sums are obtained, which generalize the corresponding results for independent sequence and negatively associated sequence. At last, exponential inequalities for negatively orthant dependent sequence are presented.

On the weak law of large numbers for weighted sums of airwise negative quadrant dependent random variables

  • Kim, Tae-Sung;Beak, Jong-Il
    • Journal of the Korean Statistical Society
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    • 제29권3호
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    • pp.261-268
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    • 2000
  • Let {Xn,n$\geq$1} be a sequence of pairwise negative quadrant dependent(NQD) random variables and let {an,n$\geq$1} and {bn,n$\geq$1} be sequencesof constants such that an$\neq$0 and 0$\infty$. In this note, for pairwise NQD random varibles, a general weak law of alrge numbers of the form(∑│aj│Xj-$\upsilon$n)/bnlongrightarrow0) is established, where {νn,n$\geq$1} is a suitable sequence. AMS 2000 subject classifications ; 60F05

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A WEAK LAW FOR WEIGHTED SUMS OF ARRAY OF ROW NA RANDOM VARIABLES

  • Baek, Jong-Il;Liang, Han-Ying;Choi, Jeong-Yeol
    • 대한수학회보
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    • 제40권2호
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    • pp.341-349
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    • 2003
  • Let {$x_{nk}\;$\mid$1\;\leq\;k\;\leq\;n,\;n\;\geq\;1$} be an array of random varianbles and $\{a_n$\mid$n\;\geq\;1\}\;and\;\{b_n$\mid$n\;\geq\;1} be a sequence of constants with $a_n\;>\;0,\;b_n\;>\;0,\;n\;\geq\;1. In this paper, for array of row negatively associated(NA) random variables, we establish a general weak law of large numbers (WLLA) of the form (${\sum_{\kappa=1}}^n\;a_{\kappa}X_{n\kappa}\;-\;\nu_{n\kappa})\;/b_n$ converges in probability to zero, as $n\;\rightarrow\;\infty$, where {$\nu_{n\kappa}$\mid$1\;\leq\;\kappa\;\leq\;n,\;n\;\geq\;1$} is a suitable array of constants.

ALMOST SURE CONVERGENCE FOR WEIGHTED SUMS OF NA RANDOM VARIABLES

  • BAEK J. I.;NIU S. L.;LIM P. K.;AHN Y. Y.;CHUNG S. M.
    • Journal of the Korean Statistical Society
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    • 제34권4호
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    • pp.263-272
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    • 2005
  • Let {$X_n,\;n{\ge}1$} be a sequence of negatively associated random variables which are dominated randomly by another random variable. We discuss the limit properties of weighted sums ${\Sigma}^n_{i=1}a_{ni}X_i$ under some appropriate conditions, where {$a_{ni},\;1{\le}\;i\;{\le}\;n,\;n\;{\ge}\;1$} is an array of constants. As corollary, the results of Bai and Cheng (2000) and Sung (2001) are extended from the i.i.d. case to not necessarily identically distributed negatively associated setting. The corresponding results of Chow and Lai (1973) also are extended.

Complete convergence for weighted sums of arrays of random elements

  • Sung, Soo-Hak
    • 대한수학회지
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    • 제32권4호
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    • pp.679-688
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    • 1995
  • Let $(B, \left\$\mid$ \right\$\mid$)$ be a real separable Banach space. Let $(\Omega, F, P)$ denote a probability space. A random elements in B is a function from $\Omega$ into B which is $F$-measurable with respect to the Borel $\sigma$-field $B$(B) in B.

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ON THE COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF NEGATIVELY SUPERADDITIVE DEPENDENT RANDOM VARIABLES

  • SEO, HYE-YOUNG;SHII, DA-LI;BAEK, JONG-IL
    • Journal of applied mathematics & informatics
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    • 제37권3_4호
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    • pp.207-217
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    • 2019
  • We are presented of several basic properties for negatively superadditive dependent(NSD) random variables. By using this concept we are obtained complete convergence for maximum partial sums of rowwise NSD random variables. These results obtained in this paper generalize a corresponding ones for independent random variables and negatively associated random variables.

An approximate maximum likelihood estimator in a weighted exponential distribution

  • Lee, Jang-Choon;Lee, Chang-Soo
    • Journal of the Korean Data and Information Science Society
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    • 제23권1호
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    • pp.219-225
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    • 2012
  • We derive approximate maximum likelihood estimators of two parameters in a weighted exponential distribution, and derive the density function for the ratio Y=(X+Y) of two independent weighted exponential random variables X and Y, and then observe the skewness of the ratio density.