Theoretical Statistics and Mathematics Unit, ISI Delhi

Hajek-Renyi type inequality for some nonmonotonic functions of associated random variables

by Isha Dewan and B.L.S. Prakasa Rao

Let $\{Y_n, n \geq 1 \} $ be a sequence of nonmonotonic functions of associated random variables. We derive a Newman and Wright (1981) type of inequality for the maximum of partial sums of the sequence $\{Y_n, n \geq 1 \} $ and a Hajek-Renyi type inequality for nonmonotonic functions of associated random variables under some conditions.

isid/ms/2005/06 [fulltext]

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