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Lévy metric In mathematics, the Lévy metric is a metric on the space of cumulative distribution functions of one-dimensional random variables. It is a special case of the Lévy–Prokhorov metric, and is named after the French mathematician Paul Lévy. ==Definition==
Let be two cumulative distribution functions. Define the Lévy distance between them to be : Intuitively, if between the graphs of ''F'' and ''G'' one inscribes squares with sides parallel to the coordinate axes (at points of discontinuity of a graph vertical segments are added), then the side-length of the largest such square is equal to ''L''(''F'', ''G'').
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Lévy metric」の詳細全文を読む
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