Tusnady's inequality revisited

Preprint

30 August 2005

preprint
Published by arXiv in arXiv

https://doi.org/10.48550/arXiv.math/0508606

Abstract

Tusnady's inequality is the key ingredient in the KMT/Hungarian coupling of the empirical distribution function with a Brownian bridge. We present an elementary proof of a result that sharpens the Tusnady inequality, modulo constants. Our method uses the beta integral representation of Binomial tails, simple Taylor expansion and some novel bounds for the ratios of normal tail probabilities.

Keywords

INEQUALITY REVISITED TUSNADY'S
INTEGRAL REPRESENTATION
TUSNADY'S INEQUALITY
MODULO CONSTANTS
KEY INGREDIENT
BETA INTEGRAL

All Related Versions

Version 1, 2005-08-30, ArXiv
Published version: The Annals of Statistics, 32 (6), 2731.

This publication has 0 references indexed in Scilit: