Theory of probability distributions | F-divergences | Statistical distance

Hellinger distance

In probability and statistics, the Hellinger distance (closely related to, although different from, the Bhattacharyya distance) is used to quantify the similarity between two probability distributions. It is a type of f-divergence. The Hellinger distance is defined in terms of the Hellinger integral, which was introduced by Ernst Hellinger in 1909. It is sometimes called the Jeffreys distance. (Wikipedia).

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Related pages

Lebesgue measure | Beta distribution | Cauchy–Schwarz inequality | Probability density function | Probability space | Exponential distribution | Sequential analysis | Weibull distribution | Multivariate normal distribution | Poisson distribution | F-divergence | Mathematical statistics | Kullback–Leibler divergence | Bounded function | Fisher information metric | Hellinger integral | Function space | Bhattacharyya distance | Normal distribution | Probability measure | Beta function | Absolute continuity | Probability theory | Lp space | Euclidean distance | Statistical distance