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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 ''\mathcal'' of subsets of the sample space \Omega is defined via
:\delta(P,Q)=\sup_{ A\in \mathcal{F}}\left|P(A)-Q(A)\right|.
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)
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