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Bhattacharyya angle : ウィキペディア英語版
Bhattacharyya angle

In statistics, Bhattacharyya angle, also called statistical angle, is a measure of distance between two probability measures defined on a finite probability space. It is defined as
: \Delta(p,q) = \arccos \operatorname(p,q)
where ''p''''i'', ''q''''i'' are the probabilities assigned to the point ''i'', for ''i'' = 1, ..., ''n'', and
: \operatorname(p,q) = \sum_^n \sqrt
is the Bhattacharya coefficient.
The Bhattacharya distance is the geodesic distance in the orthant of the sphere S^ obtained by projecting the probability simplex on the sphere by the transformation p_i \mapsto \sqrt,\ i=1,\ldots, n.
This distance is compatible with Fisher metric. It is also related to Bures distance and fidelity between quantum states as for two diagonal states one has
: \Delta(\rho,\sigma) = \arccos \sqrt.
== See also ==

* Bhattacharyya distance
* Hellinger distance

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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