Refer to the three curves in Fig. 12.4. Call those three sample c.d.f.s Gv,1, Gv,2, and Gv,3,

Question:

Refer to the three curves in Fig. 12.4. Call those three sample c.d.f.’s Gv,1, Gv,2, and Gv,3, and call the three c.d.f.’s that they estimate G1, G2, and G3. Use the Glivenko-Cantelli lemma (Theorem 10.6.1) to show that
Pr|Gv,i(x) − Gi(x)| ≤ 0.0082, for all x and all i
is about 0.9979 or larger.
Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

Question Posted: