Dvoretzky–Kiefer–Wolfowitz inequality
ID: 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.
New to topics? Read the docs here!