Finite sampling inequalities: an application to two-sample Kolmogorov-Smirnov statistics

DOI10.1016/J.SPA.2016.04.020zbMATH Open1354.60032arXiv1502.00342OpenAlexW2964008253WikidataQ39077538 ScholiaQ39077538MaRDI QIDQ335642FDOQ335642

Authors: Evan Greene, Jon A. Wellner 

Publication date: 2 November 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: We review a finite-sampling exponential bound due to Serfling and discuss related exponential bounds for the hypergeometric distribution. We then discuss how such bounds motivate some new results for two-sample empirical processes. Our development complements recent results by Wei and Dudley (2011) concerning exponential bounds for two-sided Kolmogorov - Smirnov statistics by giving corresponding results for one-sided statistics with emphasis on "adjusted" inequalities of the type proved originally by Dvoretzky, Kiefer, and Wolfowitz (1956) and by Massart (1990) for one-sample versions of these statistics.

Full work available at URL: https://arxiv.org/abs/1502.00342

Recommendations

• Two-sample Dvoretzky-Kiefer-Wolfowitz inequalities
• A uniform bound for the tail probability of Kolmogorov-Smirnov statistics
• scientific article; zbMATH DE number 4062355
• scientific article; zbMATH DE number 17207
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality

zbMATH Keywords

Bennett inequalityexponential boundsfinite sampling inequalitiesHoeffding inequalityhypergeometric distributiontwo-sample Kolmogorov-Smirnov statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Limit theorems in probability theory (60F99)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Title not available (Why is that?)
• Probability Inequalities for Sums of Bounded Random Variables
• The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
• Binomial approximation to the Poisson binomial distribution
• Sharper bounds for Gaussian and empirical processes
• Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
• Title not available (Why is that?)
• Probability Inequalities for the Sum of Independent Random Variables
• Probabilistic bounds on the coefficients of polynomials with only real zeros
• Concentration of the hypergeometric distribution
• Note on Stirling's Formula
• Bayesian statistical inference for sampling a finite population
• The tail of the hypergeometric distribution
• Extremal properties of sums of Bernoulli random variables.
• Probability inequalities for the sum in sampling without replacement
• Title not available (Why is that?)
• Two-sample Dvoretzky-Kiefer-Wolfowitz inequalities
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The significance probability of the Smirnov two-sample test

Cited In (1)

• Two-sample Dvoretzky-Kiefer-Wolfowitz inequalities

This page was built for publication: Finite sampling inequalities: an application to two-sample Kolmogorov-Smirnov statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q335642)