A NONCLASSICAL LAW OF ITERATED LOGARITHM FOR NEGATIVELY ASSOCIATED RANDOM VARIABLES

A nonclassical law of iterated logarithm that holds for a stationary negatively associated sequence of random variables with finite variance is proved in this paper.The proof is based on a Rosenthal type maximal inequality and the subsequence method.This result extends the work of Klesov,Rosalsky(2001)and Shao.Su(1999).