NA序列中心极限定理的收敛速度
On the Convergence Rate in the Central Limit Theorem for Negatively Associated Sequences
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摘要: 本文对NA（NegativelyAssociated）序列建立了中心极限定理的一致收敛速度，只要其三阶矩有限及描述NA序列协方差结构的一个系数u（n）被负指数序列所控制，而无需平稳性便获得了其收敛速度 O（n-1/2 logn）。Abstract: We give uniform convergence rates in the central limit theorem for negatively associated sequences with finite third moment, No stationarity is required. Using a coefficient u（n） which describes the covariance structure of the sequences, we obtain a convergence rate O（n-1/2 logn）if u（n） exponentially decrease to 0.
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