On the linearly extended negative quadrant dependent random variables and its inequalities

Authors：Li, Yongming^*; Pang, Weicai; Feng, Ziqing; Li, Naiyi

Source：COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2023, 52(24): 8696-8711.

DOI：10.1080/03610926.2022.2068600

• Linearly extended negative quadrant dependent
• characteristic function inequality
• Bernstein-type inequalities
• Rosenthal-type inequality

In this article, the structure of linearly extended negative quadrant dependent (LENQD) random variables is given, and its basic properties are investigated. In addition, the characteristic function inequality, Bernstein-type inequality, some probability inequalities, and the Rosenthal-type inequality are established for LENQD random variables.

• Institution
  广东海洋大学; 南昌大学