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