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Let Open image in new window  be a sequence of nonmonotonic functions of associated random variables. We derive a Newman and Wright (1981) type of inequality for the maximum of partial sums of the sequence Open image in new window  and a Hajek-Renyi-type inequality for nonmonotonic functions of associated random variables under some conditions. As an application, a strong law of large numbers is obtained for nonmonotonic functions of associated random varaibles.

Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables