Maximal Inequalities for Associated Random Variables

In a celebrated work by Shao [13] several inequalities for negatively associated random variables were proved. In this paper we obtain some maximal inequalities for associated random variables. Also we establish a maximal inequality for demimartingales which generalizes and improves the result of Ch...

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Bibliographic Details
Format: Article
Language:English
Published: University of Tehran 2005-03-01
Series:Journal of Sciences, Islamic Republic of Iran
Online Access:https://jsciences.ut.ac.ir/article_31629_aefe8a0bdfa64c6f8ebc907c3e4af9ac.pdf
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