## Measures of distance between probability distributions.(English)Zbl 0669.60025

Distances between probability distributions are characterized by functional equations of the following types: $f(pr,qs)+f(ps,qr)=(r+s)f(p,q)+(p+q)f(r,s)\quad and\quad f(pr,qs)+f(ps,qr)=f(p,q)f(r,s).$ Special cases are the Hellinger coefficient, Jeffreys distance, Chernoff coefficient, J-divergence, etc.
Reviewer: J.Székely

### MSC:

 60E05 Probability distributions: general theory 39B99 Functional equations and inequalities
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### References:

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