(Q5317822)

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Dvoretzky–Kiefer–Wolfowitz inequality

statistical inequality

Dvoretzky-Kiefer-Wolfowitz inequality

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\Pr {\Bigl (}\sup _{x\in \mathbb {R} }{\bigl (}F_{n}(x)-F(x){\bigr )}>\varepsilon {\Bigr )}\leq e^{-2n\varepsilon ^{2}}\qquad {\text{for every }}\varepsilon \geq {\sqrt {{\tfrac {1}{2n}}\ln 2}}

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/m/026t28y

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117919020

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Dvoretzky–Kiefer–Wolfowitz-Inequality

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enwiki Dvoretzky–Kiefer–Wolfowitz inequality
frwiki Inégalité DKW
hewiki אי-שוויון דבורצקי-קיפר-וולפוביץ

(Q5317822)

Dvoretzky–Kiefer–Wolfowitz inequality

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