We study distributionally robust PAC learning for the
0--
1-loss, where adversarial perturbations of the data distribution are constrained by a Cressie--Read divergence of order
k>1 and radius
ρ≥0. For hypothesis classes with VC dimension
d, we establish realizable and agnostic sample-complexity bounds tight up to constant and logarithmic factors, respectively; ordinary empirical risk minimization attains both rates up to logarithmic factors. For target accuracy
ε∈(0,1) and confidence
δ∈(0,1), their respective orders are
max{ε1,εk⋆ρk−11}⋅(d+logδ−1)andmax{ε21,εk⋆∨2ρk−11}⋅(d+logδ−1),
where
k⋆=k/(k−1). For every fixed
ρ>0, robustness changes the realizable
ε-dependence from
ε−1 to
ε−k⋆ as
ε↓0. In the agnostic case, for
1<k<2, robustness changes the
ε-dependence from
ε−2 to
ε−k⋆, whereas for
k≥2 the exponent remains the classical
2, with nontrivial
ρ-dependence. Building on the known scalar reduction of robust
0--
1 risk to ordinary classification error, our analysis reveals a scale-sensitive interaction between the statistical estimation of classification error and its amplification by robustness, sharply explaining the transition in the agnostic rate. We extend the previously studied
χ2-divergence case to every Cressie--Read order
k>1, close its upper--lower gaps, and recover standard PAC learning rates as
ρ→0, unlike previous bounds that fail to interpolate correctly in this limit.