Construct · 1 fields · 1 citations

Dvoretzky-Kiefer-Wolfowitz inequality: a standalone construct

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Dvoretzky-Kiefer-Wolfowitzinequality1 CONSTRUCTProbability theoryDVORETZKY · PROBABILITY THEORY

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Probability theory

finite-sample bound on the probability that the empirical distribution function departs from the true one by more than a given amount anywhere on the line.

In probability theory, Dvoretzky-Kiefer-Wolfowitz inequality refers to finite-sample bound on the probability that the empirical distribution function departs from the true one by more than a given amount anywhere on the line. This meaning comes from Dvoretzky (1956) in The Annals of Mathematical Statistics.[1]

Unit
Recovery means
Measured by

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distribution2 fields · 2 citationsjingle · one word, two constructsfunction5 fields · 6 citationsjingle · one word, five constructsline4 fields · 7 citationsjingle · one word, four constructs

References

  1. Dvoretzky, A., Kiefer, J., & Wolfowitz, J. (1956). Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator. The Annals of Mathematical Statistics, 27(3), 642-669. https://doi.org/10.1214/aoms/1177728174

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