TotalVarDist {distrEx} | R Documentation |
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, A). The total variation distance is defined as
d_v(P,Q)=sup{|P(B)-Q(B)| | B in A}
TotalVarDist(e1, e2)
e1 |
object of class "Distribution" |
e2 |
object of class "Distribution" |
The total variation distance of two probability distributions is computed.
distrExIntegrate
.
=1
).support
and sum
.
=1
).Matthias Kohl robast@gmx.de
Huber, P.J. (1981) Robust Statistics. New York: Wiley.
TotalVarDist-methods
, ContaminationSize
,
KolmogorovDist
, HellingerDist
,
Distribution-class
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))