Let be a stationary sequence of negatively associated

random variables having a common marginal density function f(x). Let

{X n , n ≥ 1}

(x, y), n ψ n =

1, 2, L be a sequence of Borel-measurable ...

Let {Xi, i 1} be a sequence of negatively associated and strictly stationary

random variables having marginal distribution function F. Suppose #l(r, s) =

P(X1 r,Xl+1 s)−F(r)F(s). We prove an exponential ...

It is assumed that in long term studies the lifetimes are positively (negatively) associated random

variables. Under some regular conditions, the strong convergence rates of Kaplan-Meier estimator

of marginal ...

Let {Xn, n ≥ 1} be a strictly stationary sequence of negatively associated random variables, with

common distribution function F. In this paper, we consider the estimation of the two-dimensional

distribution ...

Under mild conditions on the covariance structure of the sample, we estimate density function of negatively associated random variables based on kernel estimator and prove exponential rates for this estimator with a uniform ...

Parallel systems are magnificently used in engineering due to availing a longer and more reliable lifetime of systems. Recently, employing standby units in systems has increased the reliability and finally benefits of the ...

Let {Xn, n ≥ 1} be a strictly stationary sequence of negatively associated random variables, with

common distribution function F. In this paper, we consider the estimation of the two-dimensional

distribution ...

Let {Xn, n ≥ 1} be a sequence of pairwise negatively quadrant dependent

(NQD) random variables. In this study, we prove almost sure limit theorems for

weighted sums of the random variables. From these results, ...

Introduction: We investigated the difference in left ventricular ejection fraction (LVEF) and end-systolic volume(ESV) measured by gated myocardial perfusion SPECT (GSPECT) in the post-dipyridamole stress and rest periods, ...