If Z is a real-valued random variable with density bounded by C, then show that, for any

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If Z is a real-valued random variable with density bounded by C, then show that, for any random variable W, dK (W, Z) ≤

2CdW (W, Z) , where dK is the Kolmogorov–Smirnov (or sup or uniform) metric between distribution functions, and dW is the Wasserstein metric.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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Question Posted: Nov 04, 2024 04:01 AM

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If Z is a real-valued random variable with density bounded by C, then show that, for any

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Testing Statistical Hypotheses Volume I

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