A short proof of the Dvoretzky--Kiefer--Wolfowitz--Massart inequality
A short proof of the Dvoretzky--Kiefer--Wolfowitz--Massart inequality
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 result that improves the existing bound in two respects. First, our one-sided bound holds without any restrictions …