Please use this identifier to cite or link to this item: http://ktisis.cut.ac.cy/handle/10488/9909
Title: Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
Authors: Hadjikyriakou, Milto 
Keywords: Conditional association
F-demimartingales
Conditional covariance
Conditional expectation
Conditional N-demimartingales
Issue Date: 1-Apr-2013
Publisher: Elsevier B.V.
Source: Statistics and Probability Letters, 2013, Volume 83, Issue 4, Pages 1282-1286
Abstract: In this paper we define the class of conditional strong N-demimartingales given a σ-field F. This class includes the partial sum of F-negatively associated random variables as a special case. For functions of conditional strong N-demimartingales we compare the conditional expectation with the corresponding one of partial sums of conditionally independent random variables.
URI: http://ktisis.cut.ac.cy/handle/10488/9909
ISSN: 01677152
Rights: © 2012 Elsevier B.V.
Appears in Collections:Άρθρα/Articles

Show full item record

Page view(s)

15
Last Week
0
Last month
1
checked on Aug 22, 2017

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.