Journal of University of Science and Technology of China ›› 2019, Vol. 49 ›› Issue (8): 606-613.DOI: 10.3969/j.issn.0253-2778.2019.08.002

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Berry-Esséen type bound of sample quantiles for positively associated sequence

  

  1. HU Xueping, ZHANG Tong, GUO Zhidong, ZHANG Heng
  • Received:2018-05-08 Revised:2018-06-11 Online:2019-08-31 Published:2019-08-31
  • Contact: HU Xueping
  • About author:HU Xueping (corresponding author), male, born in 1972, master/Prof. Research field:Probability limit theory. E-mail: hxprob@163.com

Abstract: By utilizing some inequalities for positively associated (PA) random variables, a Berry-Esséen type bound of sample quantiles for PA samples under mild conditions was studied. The rate of uniform asymptotic normality was presented and the rate of convergence is near O(n-1/6) when the third moment is finite.

Key words: Berry-Esséen bound, sample quantiles, PA random variables