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Probability metrics and their applications. (English) Zbl 1235.60007
Summary: We introduce the definitions and characteristics of some important probability metrics (distances); furthermore, we examine some applications of these metrics. The relationships among these metrics are evaluated. Finally, we study the convexity property of metrics and this property is investigated for the Birnbaum-Orlicz average distance.
MSC:
60B05 Probability measures on topological spaces
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