Statistical Distance
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Statistical Distance
In statistics, probability theory, and information theory, a statistical distance quantifies the distance between two statistical objects, which can be two random variables, or two probability distributions or samples, or the distance can be between an individual sample point and a population or a wider sample of points. A distance between populations can be interpreted as measuring the distance between two probability distributions and hence they are essentially measures of distances between probability measures. Where statistical distance measures relate to the differences between random variables, these may have statistical dependence,Dodge, Y. (2003)—entry for distance and hence these distances are not directly related to measures of distances between probability measures. Again, a measure of distance between random variables may relate to the extent of dependence between them, rather than to their individual values. Statistical distance measures are not typically m ...
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Statistics
Statistics (from German language, German: ''wikt:Statistik#German, Statistik'', "description of a State (polity), state, a country") is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of statistical survey, surveys and experimental design, experiments.Dodge, Y. (2006) ''The Oxford Dictionary of Statistical Terms'', Oxford University Press. When census data cannot be collected, statisticians collect data by developing specific experiment designs and survey sample (statistics), samples. Representative sampling as ...
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Discrimination Information
Discrimination is the act of making unjustified distinctions between people based on the groups, classes, or other categories to which they belong or are perceived to belong. People may be discriminated on the basis of race, gender, age, religion, disability, or sexual orientation, as well as other categories. Discrimination especially occurs when individuals or groups are unfairly treated in a way which is worse than other people are treated, on the basis of their actual or perceived membership in certain groups or social categories. It involves restricting members of one group from opportunities or privileges that are available to members of another group. Discriminatory traditions, policies, ideas, practices and laws exist in many countries and institutions in all parts of the world, including territories where discrimination is generally looked down upon. In some places, attempts such as quotas have been used to benefit those who are believed to be current or past victims o ...
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Total Variation Distance
In probability theory, the total variation distance is a distance measure for probability distributions. It is an example of a statistical distance metric, and is sometimes called the statistical distance, statistical difference or variational distance. Definition Consider a measurable space (\Omega, \mathcal) and probability measures P and Q defined on (\Omega, \mathcal). The total variation distance between P and Q is defined as: :\delta(P,Q)=\sup_\left, P(A)-Q(A)\. Informally, this is the largest possible difference between the probabilities that the two probability distributions can assign to the same event. Properties Relation to other distances The total variation distance is related to the Kullback–Leibler divergence by Pinsker’s inequality: :\delta(P,Q) \le \sqrt. One also has the following inequality, due to Bretagnolle and Huber (see, also, Tsybakov), which has the advantage of providing a non-vacuous bound even when D_(P\parallel Q)>2: :\delta(P,Q) \le \sqrt ...
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Semimetric
In mathematics, a metric space is a set together with a notion of ''distance'' between its elements, usually called points. The distance is measured by a function called a metric or distance function. Metric spaces are the most general setting for studying many of the concepts of mathematical analysis and geometry. The most familiar example of a metric space is 3-dimensional Euclidean space with its usual notion of distance. Other well-known examples are a sphere equipped with the angular distance and the hyperbolic plane. A metric may correspond to a metaphorical, rather than physical, notion of distance: for example, the set of 100-character Unicode strings can be equipped with the Hamming distance, which measures the number of characters that need to be changed to get from one string to another. Since they are very general, metric spaces are a tool used in many different branches of mathematics. Many types of mathematical objects have a natural notion of distance and the ...
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Quasimetric
In mathematics, a metric space is a set together with a notion of ''distance'' between its elements, usually called points. The distance is measured by a function called a metric or distance function. Metric spaces are the most general setting for studying many of the concepts of mathematical analysis and geometry. The most familiar example of a metric space is 3-dimensional Euclidean space with its usual notion of distance. Other well-known examples are a sphere equipped with the angular distance and the hyperbolic plane. A metric may correspond to a metaphorical, rather than physical, notion of distance: for example, the set of 100-character Unicode strings can be equipped with the Hamming distance, which measures the number of characters that need to be changed to get from one string to another. Since they are very general, metric spaces are a tool used in many different branches of mathematics. Many types of mathematical objects have a natural notion of distance and t ...
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Pseudometric Space
In mathematics, a pseudometric space is a generalization of a metric space in which the distance between two distinct points can be zero. Pseudometric spaces were introduced by Đuro Kurepa in 1934. In the same way as every normed space is a metric space, every seminormed space is a pseudometric space. Because of this analogy the term semimetric space (which has a different meaning in topology) is sometimes used as a synonym, especially in functional analysis. When a topology is generated using a family of pseudometrics, the space is called a gauge space. Definition A pseudometric space (X,d) is a set X together with a non-negative real-valued function d : X \times X \longrightarrow \R_, called a , such that for every x, y, z \in X, #d(x,x) = 0. #''Symmetry'': d(x,y) = d(y,x) #''Subadditivity''/''Triangle inequality'': d(x,z) \leq d(x,y) + d(y,z) Unlike a metric space, points in a pseudometric space need not be distinguishable; that is, one may have d(x, y) = 0 for distinct val ...
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Triangle Inequality
In mathematics, the triangle inequality states that for any triangle, the sum of the lengths of any two sides must be greater than or equal to the length of the remaining side. This statement permits the inclusion of degenerate triangles, but some authors, especially those writing about elementary geometry, will exclude this possibility, thus leaving out the possibility of equality. If , , and are the lengths of the sides of the triangle, with no side being greater than , then the triangle inequality states that :z \leq x + y , with equality only in the degenerate case of a triangle with zero area. In Euclidean geometry and some other geometries, the triangle inequality is a theorem about distances, and it is written using vectors and vector lengths ( norms): :\, \mathbf x + \mathbf y\, \leq \, \mathbf x\, + \, \mathbf y\, , where the length of the third side has been replaced by the vector sum . When and are real numbers, they can be viewed as vectors in , and the trian ...
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Subadditivity
In mathematics, subadditivity is a property of a function that states, roughly, that evaluating the function for the sum of two elements of the domain always returns something less than or equal to the sum of the function's values at each element. There are numerous examples of subadditive functions in various areas of mathematics, particularly norms and square roots. Additive maps are special cases of subadditive functions. Definitions A subadditive function is a function f \colon A \to B, having a domain ''A'' and an ordered codomain ''B'' that are both closed under addition, with the following property: \forall x, y \in A, f(x+y)\leq f(x)+f(y). An example is the square root function, having the non-negative real numbers as domain and codomain, since \forall x, y \geq 0 we have: \sqrt\leq \sqrt+\sqrt. A sequence \left \, n \geq 1, is called subadditive if it satisfies the inequality a_\leq a_n+a_m for all ''m'' and ''n''. This is a special case of subadditive function, if a ...
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Symmetric Relation
A symmetric relation is a type of binary relation. An example is the relation "is equal to", because if ''a'' = ''b'' is true then ''b'' = ''a'' is also true. Formally, a binary relation ''R'' over a set ''X'' is symmetric if: :\forall a, b \in X(a R b \Leftrightarrow b R a) , where the notation aRb means that (a,b)\in R. If ''R''T represents the converse of ''R'', then ''R'' is symmetric if and only if ''R'' = ''R''T. Symmetry, along with reflexivity and transitivity, are the three defining properties of an equivalence relation. Examples In mathematics * "is equal to" (equality) (whereas "is less than" is not symmetric) * "is comparable to", for elements of a partially ordered set * "... and ... are odd": :::::: Outside mathematics * "is married to" (in most legal systems) * "is a fully biological sibling of" * "is a homophone of" * "is co-worker of" * "is teammate of" Relationship to asymmetric and antisymmetric relations By definition, a nonempty relation cannot be bot ...
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Positive-definite Function
In mathematics, a positive-definite function is, depending on the context, either of two types of function. Most common usage A ''positive-definite function'' of a real variable ''x'' is a complex-valued function f: \mathbb \to \mathbb such that for any real numbers ''x''1, …, ''x''''n'' the ''n'' × ''n'' matrix : A = \left(a_\right)_^n~, \quad a_ = f(x_i - x_j) is positive ''semi-''definite (which requires ''A'' to be Hermitian; therefore ''f''(−''x'') is the complex conjugate of ''f''(''x'')). In particular, it is necessary (but not sufficient) that : f(0) \geq 0~, \quad , f(x), \leq f(0) (these inequalities follow from the condition for ''n'' = 1, 2.) A function is ''negative semi-definite'' if the inequality is reversed. A function is ''definite'' if the weak inequality is replaced with a strong ( 0). Examples If (X, \langle \cdot, \cdot \rangle) is a real inner product space, then g_y \colon X \to \mathbb, x \mapsto \exp(i \langle y, x \rangle ...
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Identity Of Indiscernibles
The identity of indiscernibles is an ontological principle that states that there cannot be separate objects or entities that have all their properties in common. That is, entities ''x'' and ''y'' are identical if every predicate possessed by ''x'' is also possessed by ''y'' and vice versa. It states that no two distinct things (such as snowflakes) can be exactly alike, but this is intended as a metaphysical principle rather than one of natural science. A related principle is the indiscernibility of identicals, discussed below. A form of the principle is attributed to the German philosopher Gottfried Wilhelm Leibniz. While some think that Leibniz's version of the principle is meant to be only the indiscernibility of identicals, others have interpreted it as the conjunction of the identity of indiscernibles and the indiscernibility of identicals (the converse principle). Because of its association with Leibniz, the indiscernibility of identicals is sometimes known as Leibniz's law. I ...
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Non-negative
In mathematics, the sign of a real number is its property of being either positive, negative, or zero. Depending on local conventions, zero may be considered as being neither positive nor negative (having no sign or a unique third sign), or it may be considered both positive and negative (having both signs). Whenever not specifically mentioned, this article adheres to the first convention. In some contexts, it makes sense to consider a signed zero (such as floating-point representations of real numbers within computers). In mathematics and physics, the phrase "change of sign" is associated with the generation of the additive inverse (negation, or multiplication by −1) of any object that allows for this construction, and is not restricted to real numbers. It applies among other objects to vectors, matrices, and complex numbers, which are not prescribed to be only either positive, negative, or zero. The word "sign" is also often used to indicate other binary aspects of mathemati ...
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