probability theory, and information theory, a statistical distance quantifies the distance between two statistical objects, which can be two random variables...

geometry, statistical distances measure the degree of difference between two probability distributions. There are many kinds of statistical distances, typically...

theory, the total variation distance is a distance measure for probability distributions. It is an example of a statistical distance metric, and is sometimes...

The Mahalanobis distance is a measure of the distance between a point P {\displaystyle P} and a distribution D {\displaystyle D} , introduced by P. C...

∥ Q ) {\displaystyle D_{\text{KL}}(P\parallel Q)} , is a type of statistical distance: a measure of how one probability distribution P is different from...

probability and statistics, the Hellinger distance (closely related to, although different from, the Bhattacharyya distance) is used to quantify the similarity...

amount of overlap between two statistical samples or populations. It is not a metric, despite being named a "distance", since it does not obey the triangle...

variables. Distance correlation can be used to perform a statistical test of dependence with a permutation test. One first computes the distance correlation...

statistic (singular) or sample statistic is any quantity computed from values in a sample which is considered for a statistical purpose. Statistical purposes...

A statistical hypothesis test is a method of statistical inference used to decide whether the data sufficiently support a particular hypothesis. A statistical...