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

Abstract

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.

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Correspondence to Isha Dewan.

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Dewan, I., Rao, B.L.S.P. Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables. J Inequal Appl 2006, 58317 (2006). https://doi.org/10.1155/JIA/2006/58317

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Keywords

  • Nonmonotonic Function
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