Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/230751
Authors: 
Yan, Ji Gao
Year of Publication: 
2018
Series/Report no.: 
IRTG 1792 Discussion Paper No. 2018-040
Abstract: 
In this paper, the complete convergence and complete moment convergence for maximal weighted sums of extended negatively dependent random variables are investigated. Some sufficient conditions for the convergence are provided. In addition, the Marcinkiewicz-Zygmund type strong law of large numbers for weighted sums of extended negatively dependent random variables is obtained. The results obtained in the article extend the corresponding ones for independent random variables and some dependent random variables.
Subjects: 
Extended negatively dependent
complete convergence
complete moment convergence
maximal weighted sums
strong law of large numbers
JEL: 
C00
Document Type: 
Working Paper

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.