Abstract
Using an argument developed in Siegmund (1982), we give a bound for the tail probability of Kolmogorov-Smirnov statistics in the following form $P(\inf_x(F_n(x) - F(x)) > \zeta) \leq 2\sqrt{2} e^{-2n\zeta^2}.$
Citation
Inchi Hu. "A Uniform Bound for the Tail Probability of Kolmogorov-Smirnov Statistics." Ann. Statist. 13 (2) 821 - 826, June, 1985. https://doi.org/10.1214/aos/1176349561
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