Distance in variation between two arbitrary distributions via the associated $w$-functions
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 685-694
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Variational inequalities are obtained for total variation distance between two arbitrary probability measures in terms of the corresponding $w$-functions. The results are extended to the distance between a distribution of a sum of dependent variables and an arbitrary distribution. Several applications are given.
Keywords:
$w$-function.
Mots-clés : total variation distance
Mots-clés : total variation distance
@article{TVP_1995_40_3_a20,
author = {N. Papadatos and V. Papathanasiou},
title = {Distance in variation between two arbitrary distributions via the associated $w$-functions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {685--694},
publisher = {mathdoc},
volume = {40},
number = {3},
year = {1995},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a20/}
}
TY - JOUR AU - N. Papadatos AU - V. Papathanasiou TI - Distance in variation between two arbitrary distributions via the associated $w$-functions JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1995 SP - 685 EP - 694 VL - 40 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a20/ LA - en ID - TVP_1995_40_3_a20 ER -
%0 Journal Article %A N. Papadatos %A V. Papathanasiou %T Distance in variation between two arbitrary distributions via the associated $w$-functions %J Teoriâ veroâtnostej i ee primeneniâ %D 1995 %P 685-694 %V 40 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a20/ %G en %F TVP_1995_40_3_a20
N. Papadatos; V. Papathanasiou. Distance in variation between two arbitrary distributions via the associated $w$-functions. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 685-694. http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a20/