Asymptotic Normality of the Empirical Distribution under Negatively Associated Sequences and its Applications
Received:October 30, 2003  
Key Words: NA sequences   empirical distribution   survival function   asymptotic normality.  
Fund Project:the National Natural Science Foundation of China (10161004), the Natural Science Foundation of Jiangxi (0611068) and Science Foundation of Shangrao Normal College.
Author NameAffiliation
LI Yong-ming Dept. of Math., Shangrao Normal College, Jiangxi 334001, China 
YANG Shan-chao Dept. of Math., Guangxi Normal University, Guilin 541004, China 
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Abstract:
      By the well-known large and small blocks parting method for dependent situations, we establish the asymptotic normality of the Empirical Distribution Function under Negatively Associated Sequences. As its application in reliablity problems, a natural estimate $\overline F_n(x) $ for the survival function $\overline F(x)=P(X>x)$ is proposed, and the asymptotic normality of $n^{\frac{1}{2}}[ \overline F_{n}(x)- \overline F (x)]$ is established.
Citation:
DOI:10.3770/j.issn:1000-341X.2006.03.005
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