Berry-Esséen bound of sample quantiles for negatively associated sequence

Abstract

Abstract In this paper, we investigate the Berry-Esséen bound of the sample quantiles for the negatively associated random variables under some weak conditions. The rate of normal approximation is shown as O(n -1/9). 2010 Mathematics Subject Classification: 62F12; 62E20; 60F05.

Keywords

• Berry-Esséen bound
• sample quantile
• negatively associated