Total variation distance of probability measures

In probability theory, the total variation distance is a statistical distance between probability distributions, and is sometimes called the statistical distance, statistical difference or variational distance. == Definition == Consider a measurable space ( Ω , F ) {\displaystyle (\Omega ,{\mathcal {F}})} and probability measures P {\displaystyle P} and Q {\displaystyle Q} defined on ( Ω , F ) {\displaystyle (\Omega ,{\mathcal {F}})} .

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