A note on the empirical distribution of
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D.L. Hanson; Gang Li
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Article
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1997
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Elsevier Science
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English
⚖ 131 KB
approximation and various other sequential procedures, the question of whether suplD~(t) I ---, 0 a.s. (1) t arises. For each t, D,(t) converges to 0 a.s., and by the Glivenko-Cantelli theorem (1) holds if {Y,} is i.i.d. We give an example showing that without the assumption of independence (1) mig