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This article is cited in 1 scientific paper (total in 1 paper)
Scientific Part
Computer Sciences
What scientific folklore knows about the distances between the most popular distributions
M. Ya. Kelberta, Yu. M. Sukhovbcd a Higher School of Economics – National Research University, 20 Myasnitskaya St., Moscow 101000, Russia
b University of Cambridge, The Old Schools, Trinity Ln, Cambridge CB2 1TN, UK
c University of Pennsylvania, 201 Old Main, State College, PA 16802, USA
d Institute for Information Transmission Problems of the Russian Academy of Sciences (Kharkevich Institute), 19 build. 1 Bolshoy Karetny per., Moscow 127051, Russia
Abstract:
We present a number of upper and low bounds for the total variation distances between the most popular probability distributions. In particular, some estimates of the total variation distances between one-dimensional Gaussian distributions, between two Poisson distributions, between two binomial distributions, between a binomial and a Poisson distribution, and also between two negative binomial distributions are given. The Kolmogorov – Smirnov distance is also presented.
Key words:
probability distribution, variation distance, Pinsker’s inequality, Le Cam’s inequalities, distances between distributions.
Received: 25.11.2021 Accepted: 27.12.2021
Citation:
M. Ya. Kelbert, Yu. M. Sukhov, “What scientific folklore knows about the distances between the most popular distributions”, Izv. Saratov Univ. Math. Mech. Inform., 22:2 (2022), 233–240
Linking options:
https://www.mathnet.ru/eng/isu937 https://www.mathnet.ru/eng/isu/v22/i2/p233
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Abstract page: | 86 | Full-text PDF : | 34 | References: | 27 |
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