Theory of Probability and Mathematical Statistics
Order of approximation in the central limit theorem for associated random variables and a moderate deviation result
M. Sreehari
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Abstract: An estimate of the order of approximation in the central limit theorem for strictly stationary associated random variables with finite moments of order q > 2 is obtained. A moderate deviation result is also obtained. We have a refinement of recent results in Cagin et al. [2]. The order of approximation obtained here is an improvement over the corresponding result in Wood [12].
Keywords: Associated random variables, central limit theorem, rate of convergence, Berry-Esseen type bound, moderate deviations.
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