On choosing and bounding probability metrics

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dc.creatorGibbs, Alison L.
dc.creatorSu, Francis Edward
dc.date2002-09-03
dc.date.accessioned2026-07-07T04:50:33Z
dc.date.available2026-07-07T04:50:33Z
dc.descriptionWhen studying convergence of measures, an important issue is the choice of probability metric. In this review, we provide a summary and some new results concerning bounds among ten important probability metrics/distances that are used by statisticians and probabilists. We focus on these metrics because they are either well-known, commonly used, or admit practical bounding techniques. We summarize these relationships in a handy reference diagram, and also give examples to show how rates of convergence can depend on the metric chosen.
dc.descriptionTo appear, International Statistical Review. Related work at http://www.math.hmc.edu/~su/papers.html
dc.identifierhttps://arxiv.org/abs/math/0209021
dc.identifierhttp://arxiv.org/abs/math/0209021
dc.identifierInternational Statistical Review (2002), vol. 70, number 3, 419-435.
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/64833
dc.subjectProbability
dc.subject60B10
dc.titleOn choosing and bounding probability metrics
dc.typetext

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