A sharpening of Tusn\'ady's inequality
Statistics Theory
2011-11-24 v3 Probability
Statistics Theory
Abstract
Let ~ be i.i.d. random variables with and Let be a normal random variable with the same first two moments as that of There is a uniquely determined function such that the distribution of equals to the distribution of . Tusn\'ady's inequality states that Here we propose a sharpened version of this inequality.
Keywords
Cite
@article{arxiv.1110.3627,
title = {A sharpening of Tusn\'ady's inequality},
author = {Jenő Reiczigel and Lídia Rejtő and Gábor Tusnády},
journal= {arXiv preprint arXiv:1110.3627},
year = {2011}
}
Comments
7 pages and 2 figures in pdf files