A short proof of the Dvoretzky--Kiefer--Wolfowitz--Massart inequality

The Dvoretzky--Kiefer--Wolfowitz--Massart inequality gives a sub-Gaussian tail bound on the supremum norm distance between the empirical distribution function of a random sample and its population counterpart. We provide a short proof of a result that improves the existing bound in two respects. Fir...

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Bibliographische Detailangaben

1. Verfasser:	Reeve, Henry W J
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Probability Mathematics - Statistics Theory Statistics - Theory
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