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
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
0 references
0 references
0 references