On choosing and bounding probability metrics
On choosing and bounding probability metrics
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DOI：
10.2307/1403865
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发表时间：
2002-12-01
影响因子：
2
通讯作者：
Su, FE
中科院分区：
文献类型：
--
作者：
Gibbs, AL;Su, FE
在研究测度的收敛性时，重要的是，问题是概率度量的选择。我们提供了一个总结和一些新的结果，一些重要的概率度量/距离，统计学家和probabilists之间的界限。其他度量的知识可以提供一种方法，在应用问题中导出另一个度量的界限。考虑其他指标也可以提供替代见解。我们还给出的例子表明，收敛速度可以强烈地依赖于所选择的度量。在选择度量标准时，需要仔细考虑。
When studying convergence of measures, an. important, issue is the choice of probability metric. We provide a summary and some new results concerning bounds among some important probability metrics/distances that are used by statisticians and probabilists. Knowledge of other metrics can provide a means of deriving bounds for another one in an applied problem. Considering other metrics can also provide alternate insights. We also give examples that show that rates of convergence can strongly depend on the metric chosen. Careful consideration is necessary when choosing a metric.