DOI: 10.1111/j.1751-5823.2002.tb00178.x. On Choosing and Bounding Probability Metrics

On Choosing and Bounding Probability Metrics

10.1111/j.1751-5823.2002.tb00178.x

Crossref journal-article

Wiley

International Statistical Review (311)

Abstract

SummaryWhen studying convergence of measures, an important issue is the choice of probability metric. We provide a summary and some new results concerning bounds among some important probability metrics/distances that are used by statisticians and probabilists. Knowledge of other metrics can provide a means of deriving bounds for another one in an applied problem. Considering other metrics can also provide alternate insights. We also give examples that show that rates of convergence can strongly depend on the metric chosen. Careful consideration is necessary when choosing a metric.

Bibliography

Gibbs, A. L., & Su, F. E. (2002). On Choosing and Bounding Probability Metrics. International Statistical Review, 70(3), 419â435. Portico.

Authors 2

Alison L. Gibbs (first)
Francis Edward Su (additional)

References 53 Referenced 652

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10.1002/9780470316870
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{'issue': '2', 'key': 'e_1_2_1_49_1', 'first-page': '20', 'article-title': "Discrepancy convergence for the drunkard's walk on the sphere.", 'volume': '6', 'author': 'Su F.E.', 'year': '2001', 'journal-title': 'Electron. J. Probab.'} / Electron. J. Probab. / Discrepancy convergence for the drunkard's walk on the sphere. by Su F.E. (2001)
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Dates

Type	When
Created	15 years ago (Aug. 17, 2010, 5:59 a.m.)
Deposited	1 year, 10 months ago (Oct. 7, 2023, midnight)
Indexed	13 hours, 25 minutes ago (Aug. 23, 2025, 9:37 p.m.)
Issued	22 years, 8 months ago (Dec. 1, 2002)
Published	22 years, 8 months ago (Dec. 1, 2002)
Published Online	18 years, 7 months ago (Jan. 15, 2007)
Published Print	22 years, 8 months ago (Dec. 1, 2002)

Funders 0

None

BibTeX

@article{Gibbs_2002, title={On Choosing and Bounding Probability Metrics}, volume={70}, ISSN={1751-5823}, url={http://dx.doi.org/10.1111/j.1751-5823.2002.tb00178.x}, DOI={10.1111/j.1751-5823.2002.tb00178.x}, number={3}, journal={International Statistical Review}, publisher={Wiley}, author={Gibbs, Alison L. and Su, Francis Edward}, year={2002}, month=dec, pages={419–435} }

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