Dvoretzky–Kiefer–Wolfowitz inequality - Wikipedia
In the theory of probability and statistics, the Dvoretzky–Kiefer–Wolfowitz inequality (DKW inequality) provides a bound on the worst case distance of an empirically determined distribution function from its associated population distribution function. It is named after Aryeh Dvoretzky, Jack Kiefer, and Jacob Wolfowitz, who in 1956 proved the inequality
Dvoretzky–Kiefer–Wolfowitz inequality - Wikipedia Jump to content From Wikipedia, the free encyclopedia Statistical inequality The above chart shows an example application of the DKW inequality in constructing confidence bounds (in purple) around an empirical distribution function (in light blue). In this random draw, the true CDF (orange) is entirely contained within the DKW bounds. In the theory of probability and statistics , the Dvoretzky–Kiefer–Wolfowitz inequality ( DKW inequality ) provides a bound on the worst case distance of an empirically determined distribution function from its as
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