MathDB

difference between 2 random var

Source: miklos schweitzer 1994 q11

October 16, 2021

probability and stats

Problem Statement

\xi, \xi'

are iid random variables. let F have the distribution function

\xi+\xi'

, and G have the uniform distribution over the interval [-1,1]. Prove that

\max | F ( x ) - G ( x ) | \geq 10^{-1994}