Open Access

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

Journal of Inequalities and Applications20062006:58317

DOI: 10.1155/JIA/2006/58317

Received: 21 April 2005

Accepted: 11 December 2005

Published: 25 May 2006


Let 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 and a Hajek-Renyi-type inequality for nonmonotonic functions of associated random variables under some conditions. As an application, a strong law of large numbers is obtained for nonmonotonic functions of associated random varaibles.


Authors’ Affiliations

Theoretical Statistics and Mathematics Unit, Indian Statistical Institute
Department of Mathematics and Statistics, University of Hyderabad


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© I. Dewan and B. L. S. P. Rao 2006

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