Asymptotic Normality of the Empirical Distribution under Negatively Associated Sequences and its Applications

NA序列下经验分布函数的渐近正态性及其应用(英文)

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 Fn（x） for the survival function F（x） = P（X 〉 x） is proposed, and the asymptotic normality of n^1/2 [Fn（x） - F（x）] is established.

本文在NA负相协序列下利用熟知的相依情形的大小块分割的方法,建立了经验分布函数的渐近正态性．作为在可靠性中的应用,得到了生存函数■(x)=P(X＞x)估计的渐近正态性．