Category: Updates

Proof of the DKW inequality

My goal is to prove the following inequality, known as the Dvoretsky-Kiefer-Wolfowitz inequality (1956) : Let $(X_i)_{i \geqslant}$ be iid random variable...

What is a null set?

I am very confused with null sets. I get that a set which has no elements will be called a null set but I am not getting the examples given below. Please ...