Journal of Jianghan University (Natural Science Edition) ›› 2020, Vol. 48 ›› Issue (3): 31-35.doi: 10.16389/j.cnki.cn42-1737/n.2020.03.005

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A Probability Inequality for Wide Upper Orthant Dependent Random Variables

YU Haifang   

  1. Mathematics and Computer Department,Chaoyang Teachers College,Chaoyang 122000,Liaoning,China
  • Published:2020-06-24

Abstract: In this paper,the author studied the model of finite sum Σi = 1n ξi = of wide upper orthant dependent random variables,investigated the issue of tail probability of finite sum Σi = 1n ξi = by using Markov inequality and a standard truncation method. Under a few of given assumptions,the author obtained a new inequality of tail probability for finite sum Σi = 1n ξi = of the wide upper orthant dependent random variables. The obtained results play an important role in the precise large deviation,the ruin probability,etc. in probability theory.

Key words: wide upper orthant dependence, probability inequality, random variables

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