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A metric for convergence in distribution

✍ Scribed by Suman Majumdar


Book ID
104302971
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
108 KB
Volume
42
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis


Given two probability distributions

deΓΏnes a metric for convergence in distribution. Theoretical properties and computational advantages (with potential applications) of are discussed.


πŸ“œ SIMILAR VOLUMES


L∞ Metric Criteria for Convergence in Ba
✍ Bruce M. Bennett; Rachel B. Cohen πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 126 KB

Motivated by applications to probabilistic inference, we consider a sequence of probability measures, called ''conclusion measures,'' on a fixed space X. The sequence is generated recursively via conditional probability, driven by a sequence Ε½ of input measures rather than by a sequence of punctual