Title : ( Almost Sure Convergence of Two-Dimensional Distribution Function Under Negative Association )
Authors: Hadi Jabbari Nooghabi , Hassan Ali Azarnoosh , Vahid Fakoor ,
Full TextAbstract
Let fXi; i ¸ 1g be a sequence of negatively associated and strictly stationary random variables having marginal distribution function F. Suppose #l(r; s) = P(X1 · r;Xl+1 · s) ¡ F(r)F(s). We prove an exponential type inequality for estimation of #l under some conditions on the covariance structure of those variables. We also show the almost sure convergence of an estimator for the infinite sum that defines the covariance function of the limit empirical process.
Keywords
, Keywords: Covariance function, empirical process, exponential inequality, negative association. 2000 Mathematics Subject Classification: 62G20, 60F15, 62N05.
@article{paperid:1013126,
author = {Jabbari Nooghabi, Hadi and Azarnoosh, Hassan Ali and Fakoor, Vahid},
title = {Almost Sure Convergence of Two-Dimensional Distribution Function Under Negative Association},
journal = {Journal of Applied Probability and Statistics},
year = {2009},
volume = {4},
number = {2},
month = {December},
issn = {1930-6792},
pages = {157--166},
numpages = {9},
keywords = {Keywords: Covariance function; empirical process; exponential inequality; negative
association.
2000 Mathematics Subject Classification: 62G20; 60F15; 62N05.},
}
%0 Journal Article
%T Almost Sure Convergence of Two-Dimensional Distribution Function Under Negative Association
%A Jabbari Nooghabi, Hadi
%A Azarnoosh, Hassan Ali
%A Fakoor, Vahid
%J Journal of Applied Probability and Statistics
%@ 1930-6792
%D 2009
