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scientific article; zbMATH DE number 20664
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scientific article; zbMATH DE number 20664 |
Statements
26 June 1992
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upper and lower bounds
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empirical distribution function
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recursive relations
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0.8099527359008789
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0.7816839218139648
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0.7787246108055115
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Upper and lower bounds are given for \[ P_ m(r)=\sup_ F\sup_ n P(\sqrt{n} \sup_ x| F_ n(x)-F(x)|>r) \] where \(F_ n(x)\) is the empirical distribution function of a sample of independent \(m\)- dimensional random vectors with common distribution function \(F(x)\). The upper bound is \[ P_ m(r)\leq A(m)\exp(-2r^ 2+2B^{1/2}(m)r). \] For the constants \(A(m)\) and \(B(m)\) some recursive relations are given.
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