A generalization of Esseen's inequality for NA random variables (Q5955908)
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scientific article; zbMATH DE number 1707026
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| English | A generalization of Esseen's inequality for NA random variables |
scientific article; zbMATH DE number 1707026 |
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A generalization of Esseen's inequality for NA random variables (English)
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18 February 2002
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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.
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negatively associated random variables
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Esseen's inequality
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convergence rate of central limit theorem
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partial sum
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0.8598356246948242
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0.8378352522850037
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0.836943507194519
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0.8303720355033875
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