tailieunhanh - Báo cáo hóa học: " Berry-Esséen bound of sample quantiles for negatively associated sequence"

Tuyển tập các báo cáo nghiên cứu về hóa học được đăng trên tạp chí hóa hoc quốc tế đề tài : Berry-Esséen bound of sample quantiles for negatively associated sequence | Yang et al. Journal of Inequalities and Applications 2011 2011 83 http content 2011 1 83 Journal of Inequalities and Applications a SpringerOpen Journal RESEARCH Open Access Berry-Esséen bound of sample quantiles for negatively associated sequence Wenzhi Yang 1 Shuhe Hu1 Xuejun Wang1 and Qinchi Zhang2 Correspondence hushuhe@263. net 1School of Mathematical Science Anhui University Hefei 230039 PR China Full list of author information is available at the end of the article Springer 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-Ess é en bound sample quantile negatively associated 1 Introduction Assume that Xn nS1 is a sequence of random variables defined on a fixed probability space F P with a common marginal distribution function F x P X1 x . F is a distribution function continuous from the right as usual . For 0 p 1 the Jith quantile of F is defined as ệp inf x F x p and is alternately denoted by F-1 p . The function F-1 t 0 t 1 is called the inverse function of F. It is easy to check that p possesses the following properties i F p- p F p ii if ệp is the unique solution x of F x- p F x then for any 0 F ệp - e p F p e . For a sample X1 X2 . Xn n 1 let Fn represent the empirical distribution function based on X1 X2 . Xn which is defined as Fn x n xn 1I Xi x x e R where I A denotes the indicator function of a set A and R is the real line. For 0 p 1 we define F-1 p inf x Fn x p as the Jith quantile of sample. Recall that a finite family X1 . Xn is said to be negatively associated NA if for any disjoint subsets A B c 1 2 . n and any real coordinatewise nondecreasing functions f on R4 g on RB Cov f Xk k e A g Xk k e B 0. A sequence of random variables Xj jS1 is said to be NA if for every

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