Abstract

We give an exponential inequality for negatively associated random variables. The inequality improves the corresponding result which was obtained in [Kim, T. S., & Kim, H. C. (2007). On the exponential inequality for negatively dependent sequence. Korean Mathematical Society. Communications, 22(2), 315–321]. We also obtain the convergence rate n − 1 / 2 ( log n ) 3 / 2 for the strong law of large numbers, which improves the corresponding one obtained by the authors in the above-cited reference.

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