Lévy–Prokhorov metric

GPTKB entity

Statements (14)
Predicate Object
gptkbp:instanceOf gptkb:Metric
gptkbp:definedIn space of probability measures
gptkbp:field gptkb:probability_theory
https://www.w3.org/2000/01/rdf-schema#label Lévy–Prokhorov metric
gptkbp:introduced 1950s
gptkbp:namedAfter gptkb:Yuri_Prokhorov
gptkb:Paul_Lévy
gptkbp:notation π(μ, ν)
gptkbp:property metrizes weak convergence of probability measures
is a metric on probability measures on a metric space
gptkbp:relatedTo weak convergence
gptkbp:usedFor measuring distance between probability measures
gptkbp:bfsParent gptkb:Paul_Lévy
gptkbp:bfsLayer 5