%0 Journal Article %1 gibbs2002choosing %A Gibbs, Alison L. %A Su, Francis Edward %D 2002 %K bounds convergence probability readings %T On choosing and bounding probability metrics %U http://arxiv.org/abs/math/0209021 %X When studying convergence of measures, an important issue is the choice of probability metric. In this review, we provide a summary and some new results concerning bounds among ten important probability metrics/distances that are used by statisticians and probabilists. We focus on these metrics because they are either well-known, commonly used, or admit practical bounding techniques. We summarize these relationships in a handy reference diagram, and also give examples to show how rates of convergence can depend on the metric chosen.

@article{gibbs2002choosing, abstract = {When studying convergence of measures, an important issue is the choice of probability metric. In this review, we provide a summary and some new results concerning bounds among ten important probability metrics/distances that are used by statisticians and probabilists. We focus on these metrics because they are either well-known, commonly used, or admit practical bounding techniques. We summarize these relationships in a handy reference diagram, and also give examples to show how rates of convergence can depend on the metric chosen.}, added-at = {2020-05-03T17:30:30.000+0200}, author = {Gibbs, Alison L. and Su, Francis Edward}, biburl = {https://www.bibsonomy.org/bibtex/2d786d3204773f2458c1a6a9d5d2b9cdb/kirk86}, description = {[math/0209021] On choosing and bounding probability metrics}, interhash = {fb561d10fc69911515bafceb3fa9977b}, intrahash = {d786d3204773f2458c1a6a9d5d2b9cdb}, keywords = {bounds convergence probability readings}, note = {cite arxiv:math/0209021Comment: To appear, International Statistical Review. Related work at http://www.math.hmc.edu/~su/papers.html}, timestamp = {2020-05-03T17:30:49.000+0200}, title = {On choosing and bounding probability metrics}, url = {http://arxiv.org/abs/math/0209021}, year = 2002 }