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  2. Statistical distance - Wikipedia

    en.wikipedia.org/wiki/Statistical_distance

    A metric on a set X is a function (called the distance function or simply distance) d : X × X → R + (where R + is the set of non-negative real numbers). For all x, y, z in X, this function is required to satisfy the following conditions: d(x, y) ≥ 0 (non-negativity) d(x, y) = 0 if and only if x = y (identity of indiscernibles.

  3. Total variation distance of probability measures - Wikipedia

    en.wikipedia.org/wiki/Total_variation_distance...

    The total variation distance (or half the norm) arises as the optimal transportation cost, when the cost function is (,) =, that is, ‖ ‖ = (,) = {(): =, =} = ⁡ [], where the expectation is taken with respect to the probability measure on the space where (,) lives, and the infimum is taken over all such with marginals and , respectively.

  4. Bhattacharyya distance - Wikipedia

    en.wikipedia.org/wiki/Bhattacharyya_distance

    In statistics, the Bhattacharyya distance is a quantity which represents a notion of similarity between two probability distributions. [1] It is closely related to the Bhattacharyya coefficient , which is a measure of the amount of overlap between two statistical samples or populations.

  5. Gower's distance - Wikipedia

    en.wikipedia.org/wiki/Gower's_distance

    In statistics, Gower's distance between two mixed-type objects is a similarity measure that can handle different types of data within the same dataset and is particularly useful in cluster analysis or other multivariate statistical techniques. Data can be binary, ordinal, or continuous variables.

  6. Divergence (statistics) - Wikipedia

    en.wikipedia.org/wiki/Divergence_(statistics)

    In information geometry, a divergence is a kind of statistical distance: a binary function which establishes the separation from one probability distribution to another on a statistical manifold. The simplest divergence is squared Euclidean distance (SED), and divergences can be viewed as

  7. Wasserstein metric - Wikipedia

    en.wikipedia.org/wiki/Wasserstein_metric

    By carefully writing the above equations as matrix equations, we obtain its dual problem: [15] {, () + () + (,) and by the duality theorem of linear programming, since the primal problem is feasible and bounded, so is the dual problem, and the minimum in the first problem equals the maximum in the second problem.

  8. Distance sampling - Wikipedia

    en.wikipedia.org/wiki/Distance_sampling

    This allows calculation of object distance to the transect (x). All x from the survey are used to model how detectability decreases with distance from the transect, which allows estimation of total population density in the surveyed area. A common approach to distance sampling is the use of line transects.

  9. Minimum-distance estimation - Wikipedia

    en.wikipedia.org/wiki/Minimum-distance_estimation

    The theory of minimum-distance estimation is related to that for the asymptotic distribution of the corresponding statistical goodness of fit tests. Often the cases of the Cramér–von Mises criterion , the Kolmogorov–Smirnov test and the Anderson–Darling test are treated simultaneously by treating them as special cases of a more general ...