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arXiv · 2212.05820

Lower Bounds for the Total Variation Distance Given Means and Variances of Distributions

Tomohiro Nishiyama
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Abstract

For arbitrary two probability measures on real d-space with given means and variances (covariance matrices), we provide lower bounds for their total variation distance. In the one-dimensional case, a tight bound is given.

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Tomohiro Nishiyama. 2022-12-12. Lower Bounds for the Total Variation Distance Given Means and Variances of Distributions. https://arxiv.org/abs/2212.05820

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