A generalization of Esseen's inequality for NA random variables (Q5955908)

Negatively associated (NA) random variables \(X_i\), \(i\in {\mathbb{N}} \), are given by non-positive covariances of certain increasing transformations \( f_1 \) and \( f_2 \) of disjoint portions of the data. If the covariances \( \text{Cov} (X_1, X_i) \) are in \( l_1 \), then a central limit theorem holds for the partial sums of the \( X_i \). If related sums of covariances have an exponential decay, then an Esseen type inequality holds for the rate of convergence. Further consequences are discussed.