A law of the iterated logarithm is derived for the empirical distribution functions of a sequence of independent identically distributed random variables. Convergence is in the uniform topology on the space of functions on the reals with discontinuities of the first kind only. THe proof depends on a law of the iterated logarithm for independent identically distributed vector-valued random variables.
%0 Journal Article
%1 finkelstein1971iterated
%A Finkelstein, Helen
%D 1971
%I Institute of Mathematical Statistics
%J The Annals of Mathematical Statistics
%K Brownian_bridge empirical_distribution_function law_of_the_iterated_logarithm
%N 2
%P 607--615
%R 10.1214/aoms/1177693410
%T The Law of the Iterated Logarithm for Empirical Distribution
%U https://doi.org/10.1214%2Faoms%2F1177693410
%V 42
%X A law of the iterated logarithm is derived for the empirical distribution functions of a sequence of independent identically distributed random variables. Convergence is in the uniform topology on the space of functions on the reals with discontinuities of the first kind only. THe proof depends on a law of the iterated logarithm for independent identically distributed vector-valued random variables.
@article{finkelstein1971iterated,
abstract = {A law of the iterated logarithm is derived for the empirical distribution functions of a sequence of independent identically distributed random variables. Convergence is in the uniform topology on the space of functions on the reals with discontinuities of the first kind only. THe proof depends on a law of the iterated logarithm for independent identically distributed vector-valued random variables.},
added-at = {2021-04-30T04:05:50.000+0200},
author = {Finkelstein, Helen},
biburl = {https://www.bibsonomy.org/bibtex/221b760592b362187fb6e2c3847042ae5/peter.ralph},
doi = {10.1214/aoms/1177693410},
interhash = {58a86b6ada903a03c6f0fc108a3af514},
intrahash = {21b760592b362187fb6e2c3847042ae5},
journal = {The Annals of Mathematical Statistics},
keywords = {Brownian_bridge empirical_distribution_function law_of_the_iterated_logarithm},
month = apr,
number = 2,
pages = {607--615},
publisher = {Institute of Mathematical Statistics},
timestamp = {2021-04-30T04:05:50.000+0200},
title = {The Law of the Iterated Logarithm for Empirical Distribution},
url = {https://doi.org/10.1214%2Faoms%2F1177693410},
volume = 42,
year = 1971
}