Tusnády's inequality revisited (Q2388341)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Tusnády's inequality revisited
scientific article

    Statements

    Tusnády's inequality revisited (English)
    0 references
    0 references
    12 September 2005
    0 references
    \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.
    0 references
    quantile coupling
    0 references
    KMT/Hungarian construction
    0 references
    beta integral representation of binomial tails
    0 references
    ratios of normal tails
    0 references
    equivalent normal deviate
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references