For the

-hypothesis detection problem, it is shown that, among the

-classes of probability density functions with

fixed quantiles, histograms achieve the least favorable performance as measured by the probability of correct detection and Chernoff distance. It is assumed that the

cell probabilities are estimated using

training samples per class. With the aid of the estimated cell probabilities, new observations are processed. A distribution-free upper bound to the probability of

-deviation between the actual probability of correct detection and the theoretical (known quantiles) probability is derived as a function of

, where

is a uniform upper bound to the true class densities. The bound converges exponentially to zero as

. Exponential convergence is obtained by choosing

. Hence, the rule

answers the long standing question of how to relate

and

in a distribution-free manner. The question of the optimal choice of a is also discussed.