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May 20, 2016 at 7:32 answer added Maxim timeline score: 3
Aug 17, 2012 at 11:02 comment added Stéphane Laurent Some proposals here: stats.stackexchange.com/questions/25764/…
Jul 27, 2012 at 19:49 vote accept Marc Kjerland
Jul 26, 2012 at 15:20 answer added R W timeline score: 10
Jul 26, 2012 at 5:46 comment added Ashok Kullback-Leibler divergence(or the relative entropy) is the most commonly used one to measure the dissimilarity between two probability distributions. It also depends on what properties do you expect your dissimilarity measure to have. The following paper, which has got free access, might give you some idea: mdpi.com/1099-4300/10/3/261 .
Jul 26, 2012 at 5:33 answer added R Hahn timeline score: 11
Jul 25, 2012 at 23:14 history edited Marc Kjerland CC BY-SA 3.0
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Jul 25, 2012 at 20:16 comment added Marc Kjerland The Levy-Prokhorov metric is looks useful from an analytic point of view, but since I'm working with discrete sample distributions I don't think that will be helpful for me.
Jul 25, 2012 at 19:19 comment added Anthony Quas The Levy-Prokhorov metric? (see wikipedia)
Jul 25, 2012 at 19:06 history asked Marc Kjerland CC BY-SA 3.0