PAN Jianmin. On the Convergence Rate in the Central Limit Theorem for Negatively Associated Sequences[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(2): 183-192.
Citation: PAN Jianmin. On the Convergence Rate in the Central Limit Theorem for Negatively Associated Sequences[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(2): 183-192.

On the Convergence Rate in the Central Limit Theorem for Negatively Associated Sequences

  • 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 un) which describes the covariance structure of the sequences, we obtain a convergence rate On-1/2 logn)if un) exponentially decrease to 0.
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