Order of approximation in the central limit theorem for associated random variables and a moderate deviation result

M. Sreehari

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arXiv · 1709.05821

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. (2016). The order of approximation obtained here is an improvement over the corresponding result in Wood (1983).

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M. Sreehari. 2017-09-18. Order of approximation in the central limit theorem for associated random variables and a moderate deviation result. https://arxiv.org/abs/1709.05821

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