One and two sample Dvoretzky-Kiefer-Wolfowitz-Massart type inequalities for differing underlying distributions

Nicolas G. Underwood, Fabien Paillusson

Kolmogorov-Smirnov (KS) tests rely on the convergence to zero of the KS-distance $d(F_n,G)$ in the one sample case, and of $d(F_n,G_m)$ in the two sample case. In each case the ass…