# Tag Info

The variance of the sample cdf in the tails is smaller than near the median. I assume we're talking about a one-sample Kolmogorov-Smirnov (though similar comments come into the two-sample case). Specifically, the variance is proportional to $F(1-F)$, so as $F$ approaches $0$ or $1$ the variance goes to zero, and so does the standard error of the ecdf. ...