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Michael Hardy
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Let $P,Q$ be two distributions on a finite set $X$. Consider the following metric* ​$$ d(P,Q) = \frac12\max_{\emptyset\neq A\subseteq X} ||P​(\cdot|A)-Q(\cdot|A)||_1. $$$$ d(P,Q) = \frac12\max_{\emptyset\neq A\subseteq X} \|P​(\cdot\mid A)-Q(\cdot\mid A)\|_1. $$ Obviously, the total variation metric $\frac12||P-Q||_1$$\frac12\|P-Q\|_1$ is majorized by $d(P,Q)$.

Question: has anyone encountered $d(P,Q)$ in the literature? Does it have a name?

*It's not immediately obvious that $d$ satisfies the triangle inequality, but I think this can be shown.

Let $P,Q$ be two distributions on a finite set $X$. Consider the following metric* ​$$ d(P,Q) = \frac12\max_{\emptyset\neq A\subseteq X} ||P​(\cdot|A)-Q(\cdot|A)||_1. $$ Obviously, the total variation metric $\frac12||P-Q||_1$ is majorized by $d(P,Q)$.

Question: has anyone encountered $d(P,Q)$ in the literature? Does it have a name?

*It's not immediately obvious that $d$ satisfies the triangle inequality, but I think this can be shown.

Let $P,Q$ be two distributions on a finite set $X$. Consider the following metric* ​$$ d(P,Q) = \frac12\max_{\emptyset\neq A\subseteq X} \|P​(\cdot\mid A)-Q(\cdot\mid A)\|_1. $$ Obviously, the total variation metric $\frac12\|P-Q\|_1$ is majorized by $d(P,Q)$.

Question: has anyone encountered $d(P,Q)$ in the literature? Does it have a name?

*It's not immediately obvious that $d$ satisfies the triangle inequality, but I think this can be shown.

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Henry.L
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Let $P,Q$ be two distributions on a finite set $X$. Consider the following metric* ​$$ d(P,Q) = \frac12\max_{A\subseteq X} ||P​(\cdot|A)-Q(\cdot|A)||_1. $$$$ d(P,Q) = \frac12\max_{\emptyset\neq A\subseteq X} ||P​(\cdot|A)-Q(\cdot|A)||_1. $$ Obviously, the total variation metric $\frac12||P-Q||_1$ is majorized by $d(P,Q)$.

Question: has anyone encountered $d(P,Q)$ in the literature? Does it have a name?

*It's not immediately obvious that $d$ satisfies the triangle inequality, but I think this can be shown.

Let $P,Q$ be two distributions on a finite set $X$. Consider the following metric* ​$$ d(P,Q) = \frac12\max_{A\subseteq X} ||P​(\cdot|A)-Q(\cdot|A)||_1. $$ Obviously, the total variation metric $\frac12||P-Q||_1$ is majorized by $d(P,Q)$.

Question: has anyone encountered $d(P,Q)$ in the literature? Does it have a name?

*It's not immediately obvious that $d$ satisfies the triangle inequality, but I think this can be shown.

Let $P,Q$ be two distributions on a finite set $X$. Consider the following metric* ​$$ d(P,Q) = \frac12\max_{\emptyset\neq A\subseteq X} ||P​(\cdot|A)-Q(\cdot|A)||_1. $$ Obviously, the total variation metric $\frac12||P-Q||_1$ is majorized by $d(P,Q)$.

Question: has anyone encountered $d(P,Q)$ in the literature? Does it have a name?

*It's not immediately obvious that $d$ satisfies the triangle inequality, but I think this can be shown.

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