All Questions

Let P be a distribution on a finite set of size $k$ and let $\hat{P}_N=(N_1/N,\ldots,N_k/N)$ be the empirical distribution (frequencies) from a samples of size $N$. Consider the Hellinger distance ...

I wonder whether this is true: If a distribution is very close (in the Wassertein sense) to another distribution with compact support, then the former must put only tiny amount of mass outside a ...