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Simultaneous concentration of order statistics
Glivenko-Cantelli theorem order statistics log-concave Lipschitz
2011/3/25
Let $\mu$ be a probability measure on $\mathbb{R}$ with cumulative distribution function $F$, $(x_{i})_{1}^{n}$ a large i.i.d. sample from $\mu$, and $F_{n}$ the associated empirical distribution func...