Conditional mean convergence theorems of conditionally dependent random variables under conditions of integrability

doi:10.1007/s11464-015-0450-6

Front. Math. China

2015, Vol. 10

Issue (3) : 681-696 https://doi.org/10.1007/s11464-015-0450-6

RESEARCH ARTICLE

Conditional mean convergence theorems of conditionally dependent random variables under conditions of integrability

Xinghui WANG,Shuhe HU(

)

Department of Statistics, Anhui University, Hefei 230601, China

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Abstract

We give the conditionally residual h-integrability with exponent r for an array of random variables and establish the conditional mean convergence of conditionally negatively quadrant dependent and conditionally negative associated random variables under this integrability. These results generalize and improve the known ones.

Keywords Conditional negatively quadrant dependent (NQD) random variable conditional negatively associated (NA) random variable conditional mean convergence conditionally residual h-integrability

Corresponding Author(s): Shuhe HU

Issue Date: 01 April 2015

Cite this article:

Xinghui WANG,Shuhe HU. Conditional mean convergence theorems of conditionally dependent random variables under conditions of integrability[J]. Front. Math. China, 2015, 10(3): 681-696.

URL:

https://academic.hep.com.cn/fmc/EN/10.1007/s11464-015-0450-6
https://academic.hep.com.cn/fmc/EN/Y2015/V10/I3/681

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