PRECISE ASYMPTOTICS OF WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES

Jong-Il Baek (Korea), Hye Yeong Seo (Korea), Gil Hwan Lee (Korea) and Ho Il Chung (Korea)

Received May 21, 2008

Abstract

In this paper, we establish some general results on the precise asymptotics of weighted sums of negatively associated random variables. As corollary, we obtain the results of Gut and Spătaru [7, 8], Gut and Steinebach [9].

Keywords and phrases: precise asymptotics, weighted sum, negatively associated random variables.