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An estimate of the order of approximation in the central limit theorem forstrictly stationary associated random variables with finite moments of order q> 2 is obtained. A moderate deviation result is also obtained. We have arefinement of recent results in Cagin et al. (2016). The order of approximationobtained here is an improvement over the corresponding result in Wood (1983).

Order of approximation in the central limit theorem for associated random variables and a moderate deviation result