Measures of distance between probability distributions (Q1118898)
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English | Measures of distance between probability distributions |
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Measures of distance between probability distributions (English)
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1989
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Distances between probability distributions are characterized by functional equations of the following types: \[ f(pr,qs)+f(ps,qr)=(r+s)f(p,q)+(p+q)f(r,s)\quad and\quad f(pr,qs)+f(ps,qr)=f(p,q)f(r,s). \] Special cases are the Hellinger coefficient, Jeffreys distance, Chernoff coefficient, J-divergence, etc.
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Distances between probability distributions
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functional equations
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Hellinger coefficient
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Jeffreys distance
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Chernoff coefficient
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J- divergence
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