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A remark on the exponential inequality for negatively associated random variables
Guodong Xing,Shanchao Yang,Ailin Liu,Xiangping Wang 한국통계학회 2009 Journal of the Korean Statistical Society Vol.38 No.1
We give an exponential inequality for negatively associated random variables. The inequality improves the corresponding result which was obtained in [Kim, T. S., & Kim, H. C. (2007). On the exponential inequality for negatively dependent sequence. Korean Mathematical Society. Communications, 22(2), 315321]. We also obtain the convergence rate n-1/2.log n3/2 for the strong law of large numbers, which improves the corresponding one obtained by the authors in the above-cited reference.