Some deviation inequalities for sums of negatively associated random variables
Probability
2020-05-12 v2
Abstract
Let be a sequence of negatively associated random variables, and let be a sequence of independent random variables such that and have the same distribution for each . Denote by and for . The well-known results of Shao \cite{Shao2000} sates that for any nondecreasing convex function. Using this very strong property, we obtain a large variety of deviation inequalities for
Cite
@article{arxiv.2005.01949,
title = {Some deviation inequalities for sums of negatively associated random variables},
author = {WenCong Zhang},
journal= {arXiv preprint arXiv:2005.01949},
year = {2020}
}