Probability theory and stochastic processes Concept
Total variation distance between probability measures
Summary
The total variation distance between two probability measures is the largest difference between the probabilities they give to the same event. It is half the total variation norm of their difference. It is the natural distance for questions of distinguishing two distributions: it controls the best possible success probability of a test between them.
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| Tag | 3SZESKX3N5 |
|---|---|
| URI | m2://3SZESKX3N5 |
| Kind | concept |
| Writing | W0 stub |
| MSC | 60B10, 62B10 |
| Same as |
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