Related papers: Dvoretzky--Kiefer--Wolfowitz Inequalities for the …
Kolmogorov-Smirnov (KS) tests rely on the convergence to zero of the KS-distance $d(F_n,G)$ in the one sample case, and of $d(F_n,G_m)$ in the two sample case. In each case the assumption (the null hypothesis) is that $F=G$, and so…
Let $X$ be a real-valued random variable with distribution function $F$. Set $X_1,\dots, X_m$ to be independent copies of $X$ and let $F_m$ be the corresponding empirical distribution function. We show that there are absolute constants…
The Dvoretzky--Kiefer--Wolfowitz--Massart inequality gives a sub-Gaussian tail bound on the supremum norm distance between the empirical distribution function of a random sample and its population counterpart. We provide a short proof of a…
Statistical model checking (SMC) randomly samples probabilistic models to approximate quantities of interest with statistical error guarantees. It is traditionally used to estimate probabilities and expected rewards, i.e. means of different…
Kiefer and Wolfowitz [Z. Wahrsch. Verw. Gebiete 34 (1976) 73--85] showed that if $F$ is a strictly curved concave distribution function (corresponding to a strictly monotone density $f$), then the Maximum Likelihood Estimator $\hat{F}_n$,…
This paper studies estimation of and inference on a distribution function $F$ that is concave on the nonnegative half line and admits a density function $f$ with potentially unbounded support. When $F$ is strictly concave, we show that the…
The ostrowski inequality expresses bounds on the deviation of a function from its integral mean. The aim of this paper is to establish a new inequality using weight function which generalizes the inequalities of Dragomir, Wang and Cerone…
For a non-negative function $\psi: ~ \N \mapsto \R$, let $W(\psi)$ denote the set of real numbers $x$ for which the inequality $|n x - a| < \psi(n)$ has infinitely many coprime solutions $(a,n)$. The Duffin--Schaeffer conjecture, one of the…
We show that under minimal assumptions on a class of functions $\mathcal{H}$ defined on a probability space $(\mathcal{X},\mu)$, there is a threshold $\Delta_0$ satisfying the following: for every $\Delta\geq\Delta_0$, with probability at…
The classical Dvoretzky covering problem asks for conditions on the sequence of lengths $\{\ell_n\}_{n\in \mathbb{N}}$ so that the random intervals $I_n : = (\omega_n -(\ell_n/2), \omega_n +(\ell_n/2))$ where $\omega_n$ is a sequence of…
We study the sharp constant $W_{n}(D)$ in Wiener's inequality for positive definite functions \[ \int_{\mathbb{T}^{n}}|f|^{2}\,dx\le W_{n}(D)|D|^{-1}\int_{D}|f|^{2}\,dx,\quad D\subset \mathbb{T}^{n}. \] N. Wiener proved that…
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…
We prove that the classical Efron--Stein inequality holds for independent exchangeable pairs \((X_i,Y_i)\). The same inequality fails for independent identically distributed pairs; a simple trigonometric counterexample shows that the…
Fix an integer $ n$ and number $d$, $ 0< d\neq n-1 \leq n$, and two weights $ w$ and $ \sigma $ on $ \mathbb R ^{n}$. We two extra conditions (1) no common point masses and (2) the two weights separately are not concentrated on a set of…
We observe that the technique of Markov contraction can be used to establish measure concentration for a broad class of non-contracting chains. In particular, geometric ergodicity provides a simple and versatile framework. This leads to a…
In this paper, we consider the following variational problem: \begin{eqnarray*} \inf_{u\in…
In this paper, we revisit the concentration inequalities for the supremum of the cumulative distribution function (CDF) of a real-valued continuous distribution as established by Dvoretzky, Kiefer, Wolfowitz and revisited later by Massart…
We extend the isotonic analysis for Wicksell's problem to estimate a regression function, which is motivated by the problem of estimating dark matter distribution in astronomy. The main result is a version of the Kiefer--Wolfowitz theorem…
We study the Wiedemann-Franz (WF) law in the d-density wave (DDW) model. Even though the opening of the DDW gap $(W_{0})$ profoundly modifies the electronic density of states and makes it dependent on energy, the value of the WF ratio at…
The Kolmogorov-Smirnov statistic is usually introduced as a supremum, but its finite-sample behavior is governed by a more local question: where does the empirical process first cross a boundary? This letter gives a partial answer through a…