Definition
TV Metric
Metric on the Space of Probability Measures
The total variation metric is is defined as follows:
\[
d_\operatorname{TV}(F,G) = \sup_{B \in \mathcal{B}(\mathbb{R})} | \mathbb{P}(F \in B) - \mathbb{P}(G \in B)
\]
where $\mathcal{B}(\mathbb{R})$ are the Borel sets over the real numbers.
Used in
Dependency Graph
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