A Uniform Bound for the Tail Probability of Kolmogorov-Smirnov Statistics
Hu, Inchi
Ann. Statist., Tome 13 (1985) no. 1, p. 821-826 / Harvested from Project Euclid
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Using an argument developed in Siegmund (1982), we give a bound for the tail probability of Kolmogorov-Smirnov statistics in the following form $P(\inf_x(F_n(x) - F(x)) > \zeta) \leq 2\sqrt{2} e^{-2n\zeta^2}.$
Publié le : 1985-06-14
Classification:  Kolmogorov-Smirnov statistics,  exponential family,  random walk,  62E15,  62G15 
@article{1176349561,
     author = {Hu, Inchi},
     title = {A Uniform Bound for the Tail Probability of Kolmogorov-Smirnov Statistics},
     journal = {Ann. Statist.},
     volume = {13},
     number = {1},
     year = {1985},
     pages = { 821-826},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349561}
}

Hu, Inchi. A Uniform Bound for the Tail Probability of Kolmogorov-Smirnov Statistics. Ann. Statist., Tome 13 (1985) no. 1, pp.  821-826. http://gdmltest.u-ga.fr/item/1176349561/