probability theory, and information theory, a statistical distance quantifies the distance between two statistical objects, which can be two random variables...

geometry, statistical distances measure the degree of difference between two probability distributions. There are many kinds of statistical distances, typically...

variation distance is a statistical distance between probability distributions, and is sometimes called the statistical distance, statistical difference...

∥ Q ) {\displaystyle D_{\text{KL}}(P\parallel Q)} , is a type of statistical distance: a measure of how much a model probability distribution Q is different...

amount of overlap between two statistical samples or populations. It is not a metric, despite being named a "distance", since it does not obey the triangle...

variables. Distance correlation can be used to perform a statistical test of dependence with a permutation test. One first computes the distance correlation...

The Mahalanobis distance is a measure of the distance between a point P {\displaystyle P} and a probability distribution D {\displaystyle D} , introduced...

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

or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups...

In statistics, Cook's distance or Cook's D is a commonly used estimate of the influence of a data point when performing a least-squares regression analysis...

Minimum-distance estimation (MDE) is a conceptual method for fitting a statistical model to data, usually the empirical distribution. Often-used estimators...

When classification is performed by a computer, statistical methods are normally used to develop the algorithm. Often, the individual observations are...

Many programming languages and statistical packages, such as R, Python, etc., include implementations of Gower's distance. The implementations may follow...

Normalized compression distance (NCD) is a way of measuring the similarity between two objects, be it two documents, two letters, two emails, two music...

replace Kullback–Leibler divergence (KL-D) with various statistical distances, see "Statistical distance VAE variants" below. From the point of view of probabilistic...

Energy distance is a statistical distance between probability distributions. If X and Y are independent random vectors in Rd with cumulative distribution...

A statistical hypothesis test is a method of statistical inference used to decide whether the data provide sufficient evidence to reject a particular hypothesis...

rank distance is a metric (distance function) that counts the number of pairwise disagreements between two ranking lists. The larger the distance, the...

In computer science, the earth mover's distance (EMD) is a measure of dissimilarity between two frequency distributions, densities, or measures, over a...

distribution is stretched or squeezed. Common examples of measures of statistical dispersion are the variance, standard deviation, and interquartile range...

and variance can generally still be regarded as statistical parameters of the population, and statistical procedures can still attempt to make inferences...

A statistical model is a mathematical model that embodies a set of statistical assumptions concerning the generation of sample data (and similar data from...

Statistical inference is the process of using data analysis to infer properties of an underlying probability distribution. Inferential statistical analysis...

In statistical hypothesis testing, a result has statistical significance when a result at least as "extreme" would be very infrequent if the null hypothesis...

Analogous concepts in statistics are known as goodness of fit or statistical distance, and include deviance and divergence. There are several basic types...

Information distance is the distance between two finite objects (represented as computer files) expressed as the number of bits in the shortest program...

of statistical analysis is to produce information about some chosen population. In statistical inference, a subset of the population (a statistical sample)...

statistic (singular) or sample statistic is any quantity computed from values in a sample which is considered for a statistical purpose. Statistical purposes...

Statistical tests are used to test the fit between a hypothesis and the data. Choosing the right statistical test is not a trivial task. The choice of...

values – the resulting distance is a statistical distance. The most basic Bregman divergence is the squared Euclidean distance. Bregman divergences are...