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Iosif Pinelis
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The DKW inequality is $$P(\|F_n-F\|_\infty>u)\le2e^{-2nu^2}$$ for $u>0$.

Your inequality is different. It is something like this: $$P(\|F_n^{-1}-F^{-1}\|_\infty>u)\le2e^{-2nu^2}$$ for $u>0$. (It is unclear to me how your (sample?) quantiles $q_i$ are defined; I cannot read your code.)

Iosif Pinelis
  • 127.7k
  • 8
  • 107
  • 229