A uniform bound for the tail probability of Kolmogorov-Smirnov statistics (Q1084783)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A uniform bound for the tail probability of Kolmogorov-Smirnov statistics |
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A uniform bound for the tail probability of Kolmogorov-Smirnov statistics (English)
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1985
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Using an argument developed by \textit{D. Siegmund} [Ann. Probab. 10, 581- 588 (1982; Zbl 0487.60028)], we give a bound for the tail probability of Kolmogorov-Smirnov statistics in the following form \[ P(\inf_ x(F_ n(x)-F(x))>\zeta)\leq 2\sqrt{2}e^{-2n\zeta^ 2}. \]
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exponential family
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bound
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tail probability
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Kolmogorov-Smirnov statistics
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