Abstract
In this work, we establish an exponential inequality for unbounded negatively orthant dependent (NOD) random variables. The inequality extends and improves the results of Kim and Kim (2007) [1], Nooghabi and Azarnoosh (2009) [2], and Xing et al. (2009) [3]. We also obtain the convergence rate O ( n − 1 / 2 ln 1 / 2 n ) for the strong law of large numbers, which improves on the corresponding ones of Kim and Kim (2007) [1], Nooghabi and Azarnoosh (2009) [2], and Xing et al. (2009) [3].
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