Abstract
In this paper, we obtain a complete convergence result for weighted sums of negatively dependent random variables under mild conditions of weights. This result generalizes and improves the result of Zarei and Jabbari (Stat Papers doi:10.1007/s00362-009-0238-4, 2009). Our result also extends the result of Taylor et al. (Stoch Anal Appl 20:643–656, 2002) on unweighted average to a weighted average.
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Sung, S.H. Complete convergence for weighted sums of negatively dependent random variables. Stat Papers 53, 73–82 (2012). https://doi.org/10.1007/s00362-010-0309-6
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DOI: https://doi.org/10.1007/s00362-010-0309-6