Comptes Rendus. Mathématique (Mar 2020)

On weak law of large numbers for sums of negatively superadditive dependent random variables

  • Naderi, Habib,
  • Matuła, Przemysław,
  • Salehi, Mahdi,
  • Amini, Mohammad

DOI
https://doi.org/10.5802/crmath.7
Journal volume & issue
Vol. 358, no. 1
pp. 13 – 21

Abstract

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In this paper, we extend Kolmogorov–Feller weak law of large numbers for maximal weighted sums of negatively superadditive dependent (NSD) random variables. In addition, we make a simulation study for the asymptotic behavior in the sense of convergence in probability for weighted sums of NSD random variables.