A metric for convergence in distribution

Given two probability distributions on ,defines a metric for convergence in distribution. Theoretical properties and computational advantages (with potential applications) of [gamma] are discussed.

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Year of publication:	1999
Authors:	Majumdar, Suman
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 42.1999, 3, p. 239-247
Publisher:	Elsevier
Keywords:	Hellinger affinity Metric Multivariate normal Weak convergence

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223434