In probability theory, the total variation distance is a statistical distance between probability distributions, and is sometimes called the statistical...

such measures. However, when μ and ν are probability measures, the total variation distance of probability measures can be defined as ‖ μ − ν ‖ {\displaystyle...

on the prior probability that our guess will be correct. Given the above definition of total variation distance, a sequence μn of measures defined on the...

mixing time, is defined as the smallest t such that the total variation distance of probability measures is small: t mix ( ε ) = min { t ≥ 0 : max x ∈ S [ max...

theorem Tightness of measures Weak convergence of measures Wasserstein metric Radon distance Total variation distance of probability measures Dudley 1989,...

and hence these distances are not directly related to measures of distances between probability measures. Again, a measure of distance between random variables...

trace distance serves as a direct quantum generalization of the total variation distance between probability distributions. Given two probability distributions...

space of all probability measures with bounded support. Hutchinson metric Lévy metric Lévy–Prokhorov metric Fréchet distance Total variation distance of probability...

In probability and statistics, the Hellinger distance (closely related to, although different from, the Bhattacharyya distance) is used to quantify the...

Q)} , is a type of statistical distance: a measure of how much a model probability distribution Q is different from a true probability distribution P....

important statistical distances are integral probability metrics, including the Wasserstein-1 distance and the total variation distance. In addition to theoretical...

central tendency (or measure of central tendency) is a central or typical value for a probability distribution. Colloquially, measures of central tendency...

Isolation by distance (IBD) is a term used to refer to the accrual of local genetic variation under geographically limited dispersal. The IBD model is...

probability distributions P {\displaystyle P} and Q {\displaystyle Q} . Many common divergences, such as KL-divergence, Hellinger distance, and total...

moment problem Stieltjes moment problem Prior probability distribution Total variation distance Hellinger distance Wasserstein metric Lévy–Prokhorov metric...

In probability theory and statistics, a probability distribution is a function that gives the probabilities of occurrence of possible events for an experiment...

on the collection of all finite sets. There is also a version of the Jaccard distance for measures, including probability measures. If μ {\displaystyle...

In probability theory and statistics, the Jensen–Shannon divergence, named after Johan Jensen and Claude Shannon, is a method of measuring the similarity...

repeated applications of the Gilbert–Shannon–Reeds model. The total variation distance measures how similar or dissimilar two probability distributions are;...

Genetic distance is a measure of the genetic divergence between species or between populations within a species, whether the distance measures time from...

Kullback-Leibler divergence Total variation distance of probability measures Kolmogorov distance The strongest of these distances is the Kullback-Leibler...

Semenovich Pinsker, is an inequality that bounds the total variation distance (or statistical distance) in terms of the Kullback–Leibler divergence. The inequality...

index Total correlation Total least squares Total sum of squares Total survey error Total variation distance – a statistical distance measure TPL Tables –...

function of bounded variation, also known as BV function, is a real-valued function whose total variation is bounded (finite): the graph of a function...

the probability that two individuals from the total population are identical by descent. Using this definition, FST can be interpreted as measuring how...

An index of qualitative variation (IQV) is a measure of statistical dispersion in nominal distributions. Examples include the variation ratio or the information...

variation distance of probability measures. Rare event sampling Curse of dimensionality Line sampling See Au & Wang for an introductory coverage of subset...

In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation...

In statistics, the standard deviation is a measure of the amount of variation of the values of a variable about its mean. A low standard deviation indicates...

This measures the expected amount of information needed to describe the state of the variable, considering the distribution of probabilities across...