Abstract:
In many stochastic models, the assumption of independent random variables (henceforth r.v.’s) is not plausible, In fact, increases in some random variables are often related to decreases in other random variables and the assumption of negative dependent is more appropriate than independent assumption. In this paper the strong laws of large numbers and extend certain arguments of Csorgo et al. (1983) and Chandra et al. (1992) for the weighted l(n) sums S(n) = S ani Xni where {X ni) is an array of row-wise pair-wise negatively i=l dependent random variables, {l(n)} is a natural non-decreasing sequence and {ani] is an array of nonnegative real numbers.
Page(s):
203-211
DOI:
DOI not available
Published:
Journal: Pakistan Journal of Statistics, Volume: 19, Issue: 2, Year: 2003