Tusnády's inequality revisited (Q2388341)
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scientific article; zbMATH DE number 2204644
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| English | Tusnády's inequality revisited |
scientific article; zbMATH DE number 2204644 |
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Tusnády's inequality revisited (English)
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12 September 2005
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\textit{G. Tusnády}'s inequality [see ``A study of statistical hypotheses. Ph.D. thesis, Hung. Acad. of Sciences (1977)] is the key ingredient in the KMT/Hungarian coupling of the empirical distribution function with a Brownian bridge [\textit{J. Komlos, P. Major}, and \textit{G. Tusnády}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 32, 111--131 (1975; Zbl 0308.60029)]. We present an elementary proof of a result that sharpens the Tusnády inequality, modulo constants. Our method uses the beta integral representation of binomial tails, simple Taylor expansion and some novel bounds for the ratios of normal tail probabilities.
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quantile coupling
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KMT/Hungarian construction
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beta integral representation of binomial tails
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ratios of normal tails
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equivalent normal deviate
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0.8296834230422974
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0.8296413421630859
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0.8289113640785217
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0.7459996938705444
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