TotalVarDist
From distrEx v1.9
by Matthias Kohl
Generic function for the computation of the total variation distance of two distributions
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 $$d_v(P,Q)=\sup_{B\in{\cal A}}|P(B)-Q(B)|$$
- Keywords
- distribution
Usage
TotalVarDist(e1, e2, ...)
## S3 method for class 'AbscontDistribution,AbscontDistribution':
TotalVarDist(e1,e2)
## S3 method for class 'AbscontDistribution,DiscreteDistribution':
TotalVarDist(e1,e2)
## S3 method for class 'DiscreteDistribution,AbscontDistribution':
TotalVarDist(e1,e2)
## S3 method for class 'DiscreteDistribution,DiscreteDistribution':
TotalVarDist(e1,e2)
Arguments
- e1
- object of class
"Distribution"
- e2
- object of class
"Distribution"
- ...
- further arguments to be used in particular methods (not in package
distrEx )
Value
- A list containing the following components:
e1 object of class "Distribution"
; distribution 1e2 object of class "Distribution"
; distribution 2total.variation.distance total variation distance of e1
ande2
concept
distance
References
Huber, P.J. (1981) Robust Statistics. New York: Wiley.
See Also
TotalVarDist-methods
, ContaminationSize
,
KolmogorovDist
, HellingerDist
,
Distribution-class
Examples
TotalVarDist(Norm(), Gumbel())
TotalVarDist(Norm(), Td(10))
TotalVarDist(Norm(mean = 50, sd = sqrt(25)), Binom(size = 100)) # mutually singular
TotalVarDist(Pois(10), Binom(size = 20))
Community examples
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