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Maximal Inequalities for Associated Random Variables

Journal of Sciences, Islamic Republic of Iran
مقاله 11، دوره 16، شماره 1، 2005    اصل مقاله (112.51 K)
چکیده
In a celebrated work by Shao [13] several inequalities for negatively associated random variables were proved. In this paper we obtain some maximal inequalities for associated random variables. Also we establish a maximal inequality for demimartingales which generalizes and improves the result of Christofides [4].
آمار
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