An Exponential Inequality for Negatively Associated Random Variables

摘要

An exponential inequality is established for identically distributed negatively associated random variables which have the finite Laplace transforms. The inequality improves the results of Kim and Kim (2007), Nooghabi and Azarnoosh (2009), and Xing et al. (2009). We also obtain the convergence rate O(1)n~(1/2)(log n)~(-1/2) for the strong law of large numbers, which improves the corresponding ones of Kim and Kim, Nooghabi and Azarnoosh, and Xing et al.