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Mar 17, 2017 at 10:13 history edited CommunityBot
replaced http://meta.mathoverflow.net/ with https://meta.mathoverflow.net/
Jul 17, 2014 at 16:24 comment added R W @usul Since we are talking about independent random variables everything should be determined just by their distributions.
Jul 12, 2014 at 1:05 comment added jian Thanks for the reference. It seems relevant. I am going to look into it.
Jul 10, 2014 at 22:55 comment added usul I wonder if something is lost by thinking of $d$ as a metric on distributions rather than on random variables. In particular, as defined in the original post, when $i=j$ I think we have $d_{ij} = 0$. The point being that even if $i$ and $j$ have equal distributions, they are not equal as random variables (if they are independent). So it really would be a metric.
Jul 10, 2014 at 15:41 history edited R W CC BY-SA 3.0
added 66 characters in body
Jul 10, 2014 at 15:19 history edited R W CC BY-SA 3.0
added 439 characters in body
Jul 10, 2014 at 11:17 comment added Campello I don't see any reason for downvoting either.
Jul 10, 2014 at 11:04 history answered R W CC BY-SA 3.0