TotalVarDist: Generic function for the computation of the total variation distance of two distributions
Description
Generic function for the computation of the total variation distance $d_v$
of two distributions $P$ and $Q$ where the distributions may be
defined for an arbitrary sample space $(\Omega,{\cal A})$.
The total variation distance is defined as
$$d_v(P,Q)=\sup_{B\in{\cal A}}|P(B)-Q(B)|$$
Usage
TotalVarDist(e1, e2)
Arguments
e1
object of class "Distribution"
e2
object of class "Distribution"
Value
The total variation distance of two probability distributions
is computed.
concept
distance
References
Huber, P.J. (1981) Robust Statistics. New York: Wiley.