A note on the Lévy distance
Keyword(s):
The Lévy distance, L(F,G), between two distribution functions F and G has the important property that convergence of L(Fn,F) is equivalent to convergence in distribution. The fact that L(F,G) is not invariant under a change of scale has been thought to be a disadvantage. However, simple bounds on the Lévy distance between the transformed distribution functions can be found.
2006 ◽
Vol 35
(3)
◽
pp. 531-545
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1986 ◽
Vol 44
◽
pp. 2-5
Keyword(s):
Keyword(s):