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arXiv · 2010.15917

An improvement of Tusnády's inequality in the bulk

Frédéric Ouimet
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Abstract

We prove a non-asymptotic generalization of the refined continuity correction developed in Cressie (1978) for the Binomial distribution, which we then use to improve the versions of Tusnády's inequality from Massart (2002) and Carter & Pollard (2004) in the bulk.

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Frédéric Ouimet. 2021-10-11. An improvement of Tusnády's inequality in the bulk. https://doi.org/10.1016/j.aam.2021.102270

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