论文标题

某些偏差不平等现象,造成负相关的随机变量总和

Some deviation inequalities for sums of negatively associated random variables

论文作者

Zhang, WenCong

论文摘要

令$ \ {x_i,i \ geq1 \} $为一系列负相关的随机变量,让$ \ {x_i^\ ast,i \ geq 1 \} $是一系列独立的随机变量,如$ x_i^\ ast $ and $ x_i $具有相同的分布。用$ s_k = \ sum_ {i = 1}^{k} x_i $和$ s_k^\ ast = \ sum_ {i = 1}^{k}^{k} x_i^ast $ for $ k \ geq for $ k \ geq for $ k \ geq 1 $。 shao \ cite {shao2000}的众所周知的结果表明,对于任何非creasing convex函数,$ \ mathbb {e} f(s_n)f(s_n)\ leq \ leq \ mathbb {e} f(s_n^\ ast)$。使用这种非常强大的属性,我们获得了$ s_n $的各种偏差不平等现象

Let $\{X_i,i\geq1\}$ be a sequence of negatively associated random variables, and let $\{X_i^\ast,i\geq 1\}$ be a sequence of independent random variables such that $X_i^\ast$ and $X_i$ have the same distribution for each $i$. Denote by $S_k=\sum_{i=1}^{k}X_i$ and $S_k^\ast=\sum_{i=1}^{k}X_i^\ast$ for $k\geq 1$. The well-known results of Shao \cite{Shao2000} sates that $\mathbb{E}f(S_n)\leq \mathbb{E}f(S_n^\ast)$ for any nondecreasing convex function. Using this very strong property, we obtain a large variety of deviation inequalities for $S_n$

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