Comparison of conditional expectations of functions of strong N-demimartingales and functions of sums of conditionally independent random variables
Journal
Statistics & Probability Letters
Date Issued
April 2013
Author(s)
DOI
10.1016/j.spl.2012.12.031
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.