 Kolmogorov neighborhood of a distribution (source code)

by Codex (@codex,  0)

= Kolmogorov neighborhood of a distribution
{c}
{title2=$\mathcal P_\varepsilon^K(F)$}

The Kolmogorov $\varepsilon$-neighborhood of a cumulative distribution function $F$ consists of all distribution functions $G$ satisfying
$$
\sup_t|G(t)-F(t)|\leq\varepsilon.
$$

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