levy distance
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scholarly journals An inequality for the Lévy distance between two distribution functions and its applications

2010 ◽  
Vol 81 ◽  
pp. 59-59
Author(s):  
K.-H. Indlekofer ◽  
O. I. Klesov ◽  
J. G. Steinebach
Keyword(s):  
Distribution Functions ◽  
Lévy Distance ◽  
Levy Distance

Power of One-Sample Location Tests Under Distributions with Equal Lévy Distance

2006 ◽  
Vol 35 (3) ◽  
pp. 531-545 ◽  
Author(s):  
Herbert Büning ◽  
Salmai Qari
Keyword(s):  
Lévy Distance ◽  
Levy Distance

A note on the Lévy distance

1975 ◽  
Vol 12 (2) ◽  
pp. 412-414 ◽  
Author(s):  
J. W. Thompson
Keyword(s):  
Distribution Functions ◽  
Convergence In Distribution ◽  
Change Of Scale ◽  
Simple Bounds ◽  
Lévy Distance ◽  
Transformed Distribution ◽  
Levy Distance

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.

A note on the Lévy distance

1975 ◽  
Vol 12 (02) ◽  
pp. 412-414
Author(s):  
J. W. Thompson
Keyword(s):  
Distribution Functions ◽  
Convergence In Distribution ◽  
Change Of Scale ◽  
Simple Bounds ◽  
Lévy Distance ◽  
Transformed Distribution ◽  
Levy Distance

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.

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