The Weak Convergence for Functions of Negatively Associated Random Variables |
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Authors: | Li-Xin Zhang |
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Affiliation: | Zhejiang University, Hangzhou, People's Republic of Chinaf1 |
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Abstract: | Let {Xn, n1} be a sequence of stationary negatively associated random variables, Sj(l)=∑li=1 Xj+i, Sn=∑ni=1 Xi. Suppose that f(x) is a real function. Under some suitable conditions, the central limit theorem and the weak convergence for sumsare investigated. Applications to limiting distributions of estimators of Var Sn are also discussed. |
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Keywords: | association negative association the central limit theorem weak convergence |
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