For a continuous distribution function F , what discrete distribution G on F minimizes the Kolmogorov–Smirnov distance supx |F(x) − G(x)|? For e(F , G) defined by XXXXXXXXXX), find a bound for the...

For a continuous distribution function F , what discrete distribution G on F minimizes the Kolmogorov–Smirnov distance supx |F(x) − G(x)|?

For e(F , G) defined by (11.7.1), find a bound for the ideal approximation F ∗ in terms of E{|X|}.