dkw Sample Size
The Dvoretzky–Kiefer–Wolfowitz sample size: how many observations are needed for the empirical distribution function to lie within a given distance of the truth, uniformly, with the requested confidence.
Present for comparison rather than as part of the bound. It answers a different and easier question — how much data represents the distribution — and the contrast between the two is the point being made.
Parameters
eta
the uniform accuracy required of the empirical distribution function
alpha
one minus the confidence