Variational inequalities for arbitrary multivariate distributions (Q1275410): Difference between revisions

The authors prove under certain general conditions that the total variation distance \(\rho(F,G)\) between two arbitrary continuous distribution functions \(F\) and \(G\) is bounded by an expression involving \({\mathfrak w}\)-functions [\textit{T. Cacoullos}, \textit{V. Papathanasiou} and \textit{S. A. Utev}, Ann. Probab. 22, No. 3, 1607-1618 (1994; Zbl 0835.60023)]. Some examples are given.