Variational inequalities for arbitrary multivariate distributions

被引:2
|
作者
Papadatos, N [1 ]
Papathanasiou, V
机构
[1] Univ Cyprus, CY-1678 Nicosia, Cyprus
[2] Univ Athens, Athens 15784, Greece
关键词
total variation distance; multivariate distributions; w-functions;
D O I
10.1006/jmva.1998.1758
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Upper bounds for the total variation distance between two arbitrary multivariate distributions are obtained in terms of the corresponding m-functions. The results extend some previous inequalities satisfied by the normal distribution. Some examples are also given. (C) 1998 Academic Press.
引用
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页码:154 / 168
页数:15
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