Finite sampling inequalities: an application to two-sample Kolmogorov-Smirnov statistics


الملخص بالإنكليزية

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 development complements recent results by Wei and Dudley (2011) concerning exponential bounds for two-sided Kolmogorov - Smirnov statistics by giving corresponding results for one-sided statistics with emphasis on adjusted inequalities of the type proved originally by Dvoretzky, Kiefer, and Wolfowitz (1956) and by Massart (1990) for one-samp

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