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In statistics, probability theory, and information theory, a statistical distance quantifies the distance between two statistical objects, which can be two random variables, or two probability distributions or samples, or the distance can be between an individual sample point and a population or a wider sample of points. Statistical distance measures are not typically metrics, and they need not be symmetric. Some types of distance measures, which generalize squared distance, are referred to as (statistical) divergences.

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  • Statistical distance (en)
  • Distance statistique (fr)
  • 统计距离 (zh)
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  • 在统计学、概率论和信息论中,统计距离量化了两个统计对象之间的距离。统计对象可以是两个随机变量,两个概率分布或样本,或者一个独立样本点和一个点群之间的距离,或者更加广泛的样本点。 统计距离很多情况下不是由度量诱导的,它们不一定是对称的。一些统计距离也被称为(statistical divergence)。 (zh)
  • En mathématiques, et plus précisément en théorie des probabilités et en statistique, la notion de distance statistique sert à mesurer l'écart entre deux lois de probabilité. Les distances statistiques sont notamment utilisées en théorie de l'information, en statistique, en apprentissage automatique, et en cryptologie. Lorsqu'aucune précision n'est donnée, la « distance statistique » entre deux lois fait généralement référence à la distance en variation totale. (fr)
  • In statistics, probability theory, and information theory, a statistical distance quantifies the distance between two statistical objects, which can be two random variables, or two probability distributions or samples, or the distance can be between an individual sample point and a population or a wider sample of points. Statistical distance measures are not typically metrics, and they need not be symmetric. Some types of distance measures, which generalize squared distance, are referred to as (statistical) divergences. (en)
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  • En mathématiques, et plus précisément en théorie des probabilités et en statistique, la notion de distance statistique sert à mesurer l'écart entre deux lois de probabilité. Les distances statistiques sont notamment utilisées en théorie de l'information, en statistique, en apprentissage automatique, et en cryptologie. Lorsqu'aucune précision n'est donnée, la « distance statistique » entre deux lois fait généralement référence à la distance en variation totale. Il existe cependant d'autres notions de distance statistique, plus spécialisées, qui ne sont pas nécessairement équivalentes à la distance en variation totale. Comme il ne s'agit bien souvent pas de distances, au sens des espaces métriques, le terme de divergence est parfois utilisé. (fr)
  • In statistics, probability theory, and information theory, a statistical distance quantifies the distance between two statistical objects, which can be two random variables, or two probability distributions or samples, or the distance can be between an individual sample point and a population or a wider sample of points. A distance between populations can be interpreted as measuring the distance between two probability distributions and hence they are essentially measures of distances between probability measures. Where statistical distance measures relate to the differences between random variables, these may have statistical dependence, and hence these distances are not directly related to measures of distances between probability measures. Again, a measure of distance between random variables may relate to the extent of dependence between them, rather than to their individual values. Statistical distance measures are not typically metrics, and they need not be symmetric. Some types of distance measures, which generalize squared distance, are referred to as (statistical) divergences. (en)
  • 在统计学、概率论和信息论中,统计距离量化了两个统计对象之间的距离。统计对象可以是两个随机变量,两个概率分布或样本,或者一个独立样本点和一个点群之间的距离,或者更加广泛的样本点。 统计距离很多情况下不是由度量诱导的,它们不一定是对称的。一些统计距离也被称为(statistical divergence)。 (zh)
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