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Maximal Inequalities for Associated Random Variables | ||
| Journal of Sciences, Islamic Republic of Iran | ||
| مقاله 11، دوره 16، شماره 1، خرداد 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]. | ||
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