Results 41 to 50 of about 311 (133)
International Journal of Stochastic Analysis, Volume 13, Issue 3, Page 261-267, 2000., 2000 Let X1, …, Xn be negatively dependent uniformly bounded random variables with d.f. F(x). In this paper we obtain bounds for the probabilities P(|∑i=1nXi|≥nt) and P(|ξˆpn−ξp|>ϵ) where ξˆpn is the sample pth quantile and ξp is the pth quantile of F(x). Moreover, we show that ξˆpn is a strongly consistent estimator of ξp under mild restrictions on F(x) in
M. Amini, A. Bozorgnia
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International Journal of Mathematics and Mathematical Sciences, Volume 22, Issue 1, Page 171-177, 1999., 1999 Let {Xij} be a double sequence of pairwise independent random variables. If P{|Xmn| ≥ t} ≤ P{|X| ≥ t} for all nonnegative real numbers t and , for 1 < p < 2, then we prove that Under the weak condition of E|X|plog+|X| < ∞, it converges to 0 in L1. And the results can be generalized to an r‐dimensional array of random variables under the conditions ...
Dug Hun Hong, Seok Yoon Hwang
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Complete convergence of weighted sums under negative dependence
, 2011 Negatively dependent, Complete convergence, Weighted sums, 60F15,
H. Zarei, H. Jabbari
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On the law of large numbers for the bootstrap mean [PDF]
, 1992 Direct and elementary proofs are given for weak and strong laws of large numbers for bootstrap sample means under minimal moment conditions. Concerning the required rate of divergence of the bootstrap sample size, the strong laws obtained improve on ...
Csorgo, Sandor, Sándor Csörgő
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Largest nearest-neighbour link and connectivity threshold in a polytopal random sample [PDF]
, 2023 A preprint version of the article is available at arXiv:2301.02506v1 [math.PR], https://arxiv.org/abs/2301.02506.. It has not been certified by peer-review.A CC BY or equivalent licence is applied to the AAM arising from this submission, in accordance ...
Penrose, MD, Higgs, F, Yang, X
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On complete convergence for randomly indexed sums for a case without identical distributions
International Journal of Mathematics and Mathematical Sciences, Volume 20, Issue 4, Page 773-782, 1997., 1996 In this note we extend the complete convergence for randomly indexed sums given by Klesov (1989) to nonidentical distributed random variables.
Anna Kuczmaszewska, Dominik Szynal
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On the complete convergence for END random variables
, 2018 In this paper, the complete convergence for the maximum partial sums of extended negatively dependent random variables are established. In particular, the Marcinkiewicz-Zygmund type strong law of large numbers for extended negatively dependent random ...
Shui-Li Zhang, Cong Qu, Fang-Yu Sun
semanticscholar +1 more source
International Journal of Stochastic Analysis, Volume 10, Issue 1, Page 3-20, 1997., 1996 We prove the almost sure representation, a law of the iterated logarithm and an invariance principle for the statistic for a class of strongly mixing sequences of random variables {Xi, i ≥ 1}. Stationarity is not assumed. Here is the perturbed empirical distribution function and Un is a U‐statistic based on X1, …, Xn.
Shan Sun, Ching-Yuan Chiang
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, 2012 Let X, X1, X2,... be a sequence of independent and identically distributed random variables in the domain of attraction of a normal distribution. A universal result in almost sure limit theorem for the self-normalized partial sums Sn/Vnis established ...
Qun-Ying Wu
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Complete convergence for weighted sums of arrays of rowwise ρ˜-mixing random variables
Journal of Inequalities and Applications, 2013 Let {Xni,i≥1,n≥1} be an array of rowwise ρ˜-mixing random variables. Some sufficient conditions for complete convergence for weighted sums of arrays of rowwise ρ˜-mixing random variables are presented without assumptions of identical distribution.
A. Shen +3 more
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