A sharpening of Tusnády's inequality
Abstract
Let ~ be i.i.d. random variables with and Let $Y_m $ be a normal random variable with the same first two moments as that of There is a uniquely determined function such that the distribution of equals to the distribution of . Tusn\ády's inequality states that Here we propose a sharpened version of this inequality.
View on arXivComments on this paper
