Li, Yun-Xia; Wang, Jian-Feng - In: Statistics & Probability Letters 78 (2008) 4, pp. 367-375
Let {Xn,n[greater-or-equal, slanted]1} be a strictly stationary positively or negatively associated sequence of positive random variables with and . Denote and [gamma]=[sigma]/[mu] the coefficient of variation. Under suitable conditions, we show thatwhere , F(·) is the distribution function...