Abstract
We prove an exponential inequality for negatively associated and strictly stationary random variables. A condition is given for almost sure convergence and the associated rate of convergence is specified in terms of the underlying covariance function.
Citation
H. Jabbari. M. Jabbari. H.A. Azarnoosh. "An exponential inequality for negatively associated random variables." Electron. J. Statist. 3 165 - 175, 2009. https://doi.org/10.1214/07-EJS066
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