Journal of the
Korean Mathematical Society
JKMS

ISSN(Print) 0304-9914 ISSN(Online) 2234-3008

Article

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J. Korean Math. Soc. 2005; 42(5): 949-957

Printed September 1, 2005

Copyright © The Korean Mathematical Society.

Almost sure convergence for weighted sums of negatively orthant dependent random variables

Mi-Hwa Ko and Tae-Sung Kim

Seoul National University, WonKwang University

Abstract

For weighted sum of a sequence $\{X, X_n ,n \geq 1 \}$ of identically distributed, negatively orthant dependent random variables such that $|X|^r , r>0$, has a finite moment generating function, a strong law of large numbers is established.

Keywords: negatively orthant dependent random variables, strong law of large numbers, identically distributed, moment generating function, weighted sum

MSC numbers: 60F05