Convergence in Mean for Double Arrays of M-Pairwise Negatively Dependent Random Variables.

This paper proves a theorem on convergence in mean of order p for double arrays of M-pairwise negatively dependent random variables, where 1 ≤ p < 2 . The main result extends some results in Thành (Int J Math Math Sci 27(8):1317–1320, 2005) and Hong and Hwang (Int J Math Math Sci 22(1):171–177, 1999). The proof is based on the von Bahr–Esseen inequality for M-pairwise negatively dependent random variables. The sharpness of the result is illustrated by two examples. [ABSTRACT FROM AUTHOR]