On the Exponential Inequality for Weighted Sums of a Class of Linearly Negative Quadrant Dependent Random Variables

Abstract

The exponential inequality for weighted sums of a class of linearly negative quadrant dependent random variables is established, which extends and improves the corresponding ones obtained by Ko et al. (2007) and Jabbari et al. (2009). In addition, we also give the relevant precise asymptotics.