Probability inequalities for END sequence and their applications

Journal of inequalities and applications

Aiting Shen¹ 

关键词: extended negatively dependent sequence;    probability inequality;    moment inequality;    inverse moment;   

DOI  :  10.1186/1029-242X-2011-98

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

Some probability inequalities for extended negatively dependent (END) sequence are provided. Using the probability inequalities, we present some moment inequalities, especially the Rosenthal-type inequality for END sequence. At last, we study the asymptotic approximation of inverse moment for nonnegative END sequence with finite first moments, which generalizes and improves the corresponding results of Wu et al. [Stat. Probab. Lett. 79, 1366-1371 (2009)], Wang et al. [Stat. Probab. Lett. 80, 452-461 (2010)], and Sung [J. Inequal. Appl. 2010, Article ID 823767, 13pp. (2010). doi:10.1155/2010/823767]. MSC(2000): 60E15; 62G20.

【 授权许可】

CC BY