NEW EXPONENTIAL PROBABILITY INEQUALITY AND COMPLETE CONVERGENCE FOR F-LNQD RANDOM VARIABLES SEQUENCE WITH APPLICATION TO AR(1)MODEL GENERATED BY F-LNQD ERRORS

Autor:	Nadjia Azzedine, Amina Zeblah, Samir Benaissa
Rok vydání:	2021
Předmět:	Sequence Autoregressive model Convergence (routing) Applied mathematics Random variable Probability inequality Exponential function Mathematics
Zdroj:	Journal of Science and Arts. 21:437-448
ISSN:	2068-3049 1844-9581
Popis:	The exponential probability inequalities have been important tools in probability and statistics. In this paper, we prove a new tail probability inequality for the distri-butions of sums of conditionally linearly negative quadrant dependent (F-LNQD , in short) random variables, and obtain a result dealing with conditionally complete con-vergence of first-order autoregressive processes with identically distributed (F-LNQD) innovations.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::9c7ff3ceacd2ee94c790864e42c03951 https://doi.org/10.46939/j.sci.arts-21.2-a11 Zobrazit plný text záznamu