Tusnády’s Inequality Revisited

نویسنده

  • David Pollard
چکیده

Tusnady’s inequality is the key ingredient in the KMT/Hungarian coupling of the empirical distribution function with a Brownian Bridge. We present an elementary proof of a result that sharpens the Tusnady inequality, modulo constants. Our method uses the beta integral representation of binomial tails, simple Taylor expansion, and some novel bounds for the ratios of normal tail probabilities. Key w ords and phrases. Quantile coupling; KMT/Hungarian construction; Tusnady’s inequality; beta integral representation of binomial tails; ratios of normal tails; equivalent normal deviate. AMS 1991 subjectclassiflcation. Primary: 62E17. Secondary: 62B15. AMS 2000 subjectclassiflcation. Primary: 62E17. Secondary: 60E15.

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تاریخ انتشار 2000