complete convergence for weighted sums of sequences of negatively dependent random variables完整融合的加权资金负相依随机变量序列.pdfVIP

Hindawi Publishing Corporation Journal of Probability and Statistics Volume 2011, Article ID 202015, 16 pages doi:10.1155/2011/202015 Research Article Complete Convergence for Weighted Sums of Sequences of Negatively Dependent Random Variables Qunying Wu College of Science, Guilin University of Technology, Guilin 541004, China Correspondence should be addressed to Qunying Wu, wqy666@ Received 30 September 2010; Accepted 21 January 2011 Academic Editor: A. Thavaneswaran Copyright q 2011 Qunying Wu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Applying to the moment inequality of negatively dependent random variables the complete convergence for weighted sums of sequences of negatively dependent random variables is discussed. As a result, complete convergence theorems for negatively dependent sequences of random variables are extended. 1. Introduction and Lemmas Definition 1.1. Random variables X and Y are said to be negatively dependent ND if P X ≤ x, Y ≤ y ≤ P X ≤ x P Y ≤ y 1.1 for all x, y ∈ R. A collection of random variables is said to be pairwise negatively dependent PND if every pair of random variables in the collection satisfies 1.1. It is important to note that 1.1 implies that P X x, Y y ≤ P X x P Y y 1.2 for all x, y ∈ R. Moreover, it follows that 1.2 implies 1.1, and, hence, 1.1 and 1.2 are equivalent. However, 1.1 and 1.2 are not equivalent for a collection