The Berry-Esséen bound of sample quantiles for NA sequence
The Berry-Esséen bound of sample quantiles for NA sequence
Abstract By using the exponential inequality, we investigate the Berry-Esséen bound of sample quantiles for negatively associated (NA) random variables and obtain the rate <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:mi>O</mml:mi> <mml:mo>(</mml:mo> <mml:msup> <mml:mi>n</mml:mi> <mml:mrow> <mml:mo>−</mml:mo> <mml:mn>1</mml:mn> <mml:mo>/</mml:mo> <mml:mn>6</mml:mn> </mml:mrow> </mml:msup> <mml:mo>log</mml:mo> <mml:mi>n</mml:mi> <mml:mo>)</mml:mo> </mml:math> . Our result extends the corresponding one obtaining <mml:math …