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Total variation distance of probability measures : ウィキペディア英語版 | Total variation distance of probability measures In probability theory, the total variation distance is a distance measure for probability distributions. It is an example of a statistical distance metric, and is sometimes just called "the" statistical distance. ==Definition== The total variation distance between two probability measures ''P'' and ''Q'' on a sigma-algebra '''' of subsets of the sample space is defined via : Informally, this is the largest possible difference between the probabilities that the two probability distributions can assign to the same event.
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「Total variation distance of probability measures」の詳細全文を読む
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