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dkw_epsilon

Function dkw_epsilon 

Source
pub fn dkw_epsilon(n: usize, alpha: f64) -> f64
Expand description

Dvoretzky–Kiefer–Wolfowitz band half-width for a sample of size n at confidence 1 - alpha: epsilon = sqrt(ln(2/alpha) / (2n)). The true CDF lies within p ± epsilon (clamped to [0, 1]) with probability 1 - alpha.