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Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables
Journal of Inequalities and Applications volume 2006, Article number: 58317 (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.
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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
- Nonmonotonic Function