English

An improvement of Tusn\'ady's inequality in the bulk

Statistics Theory 2021-11-16 v3 Probability Statistics Theory

Abstract

We prove a non-asymptotic generalization of the refined continuity correction developed in Cressie (1978) for the Binomial distribution, which we then use to improve the versions of Tusn\'ady's inequality from Massart (2002) and Carter & Pollard (2004) in the bulk.

Keywords

Cite

@article{arxiv.2010.15917,
  title  = {An improvement of Tusn\'ady's inequality in the bulk},
  author = {Frédéric Ouimet},
  journal= {arXiv preprint arXiv:2010.15917},
  year   = {2021}
}

Comments

18 pages, 1 figure