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THE FEUTEX TOOLKIT

Empirical CDF Uniform Error Band

Calculate the Dvoretzky–Kiefer–Wolfowitz simultaneous CDF error bound.

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FormulaEpsilon = min(1,sqrt(log(2/alpha)/(2*n)))
Sources and model references

Made for real tasks

  • Calculate the Dvoretzky–Kiefer–Wolfowitz simultaneous CDF error bound.
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Worked example

Inputs

Independent sample size
1000 count
Failure probability
0.05 probability

Expected results

Epsilon
0.04294694083 CDF fraction

Load the example in the workspace to reproduce these results. Display rounding does not change the underlying calculation.

How to use this tool

  1. Enter independent sample size, failure probability.
  2. Use the displayed units and confirm the model assumptions.
  3. Calculate and compare the outputs against your input scenario.

Try this example

{
  "n": 1000,
  "alpha": 0.05
}

Accuracy and scope

Independent identically distributed samples; bound covers all thresholds simultaneously and is not a density confidence band.

Is my data uploaded?

This tool runs locally in your browser. Input and output are not sent to a processing server. Copy or download your result before leaving the page.