Source: wikibot/dvoretzky-kiefer-wolfowitz-inequality
= Dvoretzky–Kiefer–Wolfowitz inequality
{wiki=Dvoretzky–Kiefer–Wolfowitz_inequality}
The Dvoretzky–Kiefer–Wolfowitz (DKW) inequality is a result in probability theory concerning the convergence of the empirical distribution function to the true cumulative distribution function. Specifically, it provides a bound on the probability that the empirical distribution function deviates from the true distribution function by more than a certain amount.