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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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
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URL: http://just-cn.ustc.edu.cn/EN/10.3969/j.issn.0253-2778.2019.08.002
http://just-cn.ustc.edu.cn/EN/Y2019/V49/I8/606