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Results tagged with measure-theory
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user 24897
Questions about abstract measure and Lebesgue integral theory. Also concerns such properties as measurability of maps and sets.
2
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2
answers
915
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measuring distance between probability measures only at the tail
Is there any official (i.e., to be found in probability books) metric for the distance between two probability measures, defined only on a subset of their support?
Take, for example, the total variat …
- 2,821
1
vote
measuring distance between probability measures only at the tail
Something like this is what I was looking for:
"A measure of discrimination between two residual life-time distributions and its applications" by Nader Ebrahimi and S.N.U.A. Kirmani from the Annals of …
- 2,821