• Title/Summary/Keyword: moment convergence rates

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Precise Rates in Complete Moment Convergence for Negatively Associated Sequences

  • Ryu, Dae-Hee
    • Communications for Statistical Applications and Methods
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    • v.16 no.5
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    • pp.841-849
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    • 2009
  • Let {$X_n$, n ${\ge}$ 1} be a negatively associated sequence of identically distributed random variables with mean zeros and positive finite variances. Set $S_n$ = ${\Sigma}^n_{i=1}\;X_i$. Suppose that 0 < ${\sigma}^2=EX^2_1+2{\Sigma}^{\infty}_{i=2}\;Cov(X_1,\;X_i)$ < ${\infty}$. We prove that, if $EX^2_1(log^+{\mid}X_1{\mid})^{\delta}$ < ${\infty}$ for any 0< ${\delta}{\le}1$, then $\lim_{{\epsilon}\downarrow0}{\epsilon}^{2{\delta}}\sum_{{n=2}}^{\infty}\frac{(logn)^{\delta-1}}{n^2}ES^2_nI({\mid}S_n{\mid}\geq{\epsilon}{\sigma}\sqrt{nlogn}=\frac{E{\mid}N{\mid}^{2\delta+2}}{\delta}$, where N is the standard normal random variable. We also prove that if $S_n$ is replaced by $M_n=max_{1{\le}k{\le}n}{\mid}S_k{\mid}$ then the precise rate still holds. Some results in Fu and Zhang (2007) are improved to the complete moment case.

CONVERGENCE RATES FOR SEQUENCES OF CONDITIONALLY INDEPENDENT AND CONDITIONALLY IDENTICALLY DISTRIBUTED RANDOM VARIABLES

  • Yuan, De-Mei
    • Journal of the Korean Mathematical Society
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    • v.53 no.6
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    • pp.1275-1292
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    • 2016
  • The Marcinkiewicz-Zygmund strong law of large numbers for conditionally independent and conditionally identically distributed random variables is an existing, but merely qualitative result. In this paper, for the more general cases where the conditional order of moment belongs to (0, ${\infty}$) instead of (0, 2), we derive results on convergence rates which are quantitative ones in the sense that they tell us how fast convergence is obtained. Furthermore, some conditional probability inequalities are of independent interest.

PRECISE RATES IN THE LAW OF THE LOGARITHM FOR THE MOMENT CONVERGENCE OF I.I.D. RANDOM VARIABLES

  • Pang, Tian-Xiao;Lin, Zheng-Yan;Jiang, Ye;Hwang, Kyo-Shin
    • Journal of the Korean Mathematical Society
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    • v.45 no.4
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    • pp.993-1005
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    • 2008
  • Let {$X,\;X_n;n{\geq}1$} be a sequence of i.i.d. random variables. Set $S_n=X_1+X_2+{\cdots}+X_n,\;M_n=\max_{k{\leq}n}|S_k|,\;n{\geq}1$. Then we obtain that for any -1$\lim\limits_{{\varepsilon}{\searrow}0}\;{\varepsilon}^{2b+2}\sum\limits_{n=1}^\infty\;{\frac {(log\;n)^b}{n^{3/2}}\;E\{M_n-{\varepsilon}{\sigma}\sqrt{n\;log\;n\}+=\frac{2\sigma}{(b+1)(2b+3)}\;E|N|^{2b+3}\sum\limits_{k=0}^\infty\;{\frac{(-1)^k}{(2k+1)^{2b+3}$ if and only if EX=0 and $EX^2={\sigma}^2<{\infty}$.

MOMENT CONVERGENCE RATES OF LIL FOR NEGATIVELY ASSOCIATED SEQUENCES

  • Fu, Ke-Ang;Hu, Li-Hua
    • Journal of the Korean Mathematical Society
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    • v.47 no.2
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    • pp.263-275
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    • 2010
  • Let {$X_n;n\;\geq\;1$} be a strictly stationary sequence of negatively associated random variables with mean zero and finite variance. Set $S_n\;=\;{\sum}^n_{k=1}X_k$, $M_n\;=\;max_{k{\leq}n}|S_k|$, $n\;{\geq}\;1$. Suppose $\sigma^2\;=\;EX^2_1+2{\sum}^\infty_{k=2}EX_1X_k$ (0 < $\sigma$ < $\infty$). We prove that for any b > -1/2, if $E|X|^{2+\delta}$(0<$\delta$$\leq$1), then $$lim\limits_{\varepsilon\searrow0}\varepsilon^{2b+1}\sum^{\infty}_{n=1}\frac{(loglogn)^{b-1/2}}{n^{3/2}logn}E\{M_n-\sigma\varepsilon\sqrt{2nloglogn}\}_+=\frac{2^{-1/2-b}{\sigma}E|N|^{2(b+1)}}{(b+1)(2b+1)}\sum^{\infty}_{k=0}\frac{(-1)^k}{(2k+1)^{2(b+1)}}$$ and for any b > -1/2, $$lim\limits_{\varepsilon\nearrow\infty}\varepsilon^{-2(b+1)}\sum^{\infty}_{n=1}\frac{(loglogn)^b}{n^{3/2}logn}E\{\sigma\varepsilon\sqrt{\frac{\pi^2n}{8loglogn}}-M_n\}_+=\frac{\Gamma(b+1/2)}{\sqrt{2}(b+1)}\sum^{\infty}_{k=0}\frac{(-1)^k}{(2k+1)^{2b+2'}}$$, where $\Gamma(\cdot)$ is the Gamma function and N stands for the standard normal random variable.

Knee Joint Moment during Golf Swing, Drop-landing, and Cutting Maneuver (골프스윙, 드롭랜딩, 컷팅 동작 시 슬관절 모멘트 분석)

  • Kim, Ki-Hyun;Lim, Young-Tae;Park, Jun-Sung
    • Journal of the Korean Applied Science and Technology
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    • v.37 no.2
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    • pp.296-302
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    • 2020
  • The purpose of this study was to assess knee joint loading in the target knee during a golf swing compared to loading rates of high impact activities such as cutting and drop landings. Nine healthy competitive golfers completed golf swings with the target foot both straight and externally rotated 30 degrees, as well as drop landings and cutting maneuvers. Motion capture data was collected at 240 Hz and ground reaction force data was collected at 2400 Hz. The frontal and transverse knee moments were examined using repeated measures ANOVA through SPSS. The abduction moments were higher in golf swings as compared to the other high impact activities (p=.010), while the external rotation moments were lower (p=.003). There were no significant differences between externally rotated and neutral golf swings. These results suggest moments applied to the knee during a golf swing are similar to those applied during a high impact activity.