Some Exponential Inequalities for Negatively Orthant Dependent Random Variables

Abstract

In the paper, we establish some exponential inequalities for non-identically distributed negatively orthant dependent (NOD, for short) random variables. In addition, we also establish some exponential inequalities for the partial sum and the maximal partial sum of identically distributed NOD random variables. As an application, the Kolmogorov strong law of large numbers for identically distributed NOD random variables is obtained. Our results partially generalize or improve some known results.