DVORETZKY–KIEFER–WOLFOWITZ INEQUALITIES FOR THE TWO-SAMPLE CASE
The Dvoretzky–Kiefer–Wolfowitz (DKW) inequality says that if Fn is an empirical distribution function for variables i.i.d. with a distribution function F, and Kn is the Kolmogorov statistic View the MathML source, then there is a constant C such that for any M>0, Pr(Kn>M)≤Cexp(−2M2). Massart p...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Elsevier B.V.
2012
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| Online Access: | http://hdl.handle.net/1721.1/70024 https://orcid.org/0000-0002-6195-4161 |