A law of the iterated logarithm for geometrically weighted series of negatively associated random variables
Let {Xn; n[greater-or-equal, slanted]0} be a sequence of negatively associated random variables. we consider its geometrically weighted series [xi]([beta])=[summation operator]n=0[infinity][beta]nXn for 0<[beta]<1 and establish the LIL for [xi]([beta]) as [beta][NE pointing arrow]1.
Year of publication: |
2003
|
---|---|
Authors: | Huang, Wei |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 2, p. 133-143
|
Publisher: |
Elsevier |
Keywords: | Negatively associated random variables Geometrically weighted series The law of the iterated logarithm |
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