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Some finite sample properties of negatively dependent random variables
Author(s):
Alessio
Farcomeni
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 77
(2007).
Journal:
Theor. Probability and Math. Statist.
No. 77
(2008),
155-163.
MSC (2000):
Primary 60E15, 47N30
Posted:
January 21, 2009
MathSciNet review:
2432779
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Abstract:
We discuss some finite sample properties of vectors of negatively dependent random variables. We extend some inequalities, widely used for independent random variables, and some basic tools such as the symmetrization lemma, to the case of negatively dependent random variables.
References:
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- H. W. Block, T. H. Savits, and M. Shaked, Some concepts of negative dependence, The Annals of Probability 10 (1982), 765-772. MR 659545 (83i:60015)
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Additional Information:
Alessio
Farcomeni
Affiliation:
University of Rome ``La Sapienza'', Piazzale Aldo Moro 5, 00185 Rome, Italy
Email:
alessio.farcomeni@uniroma1.it
DOI:
10.1090/S0094-9000-09-00754-6
PII:
S 0094-9000(09)00754-6
Keywords:
Negative dependence,
association,
Hoeffding inequality,
exponential tail inequality,
bounded difference inequality,
empirical distribution,
symmetrization lemma
Received by editor(s):
10/AUG/2006
Posted:
January 21, 2009
Copyright of article:
Copyright
2009,
American Mathematical Society
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