Ryan Boyden edited Hellinger_Distance_Quantifies_the_similarity__.tex  almost 9 years ago

Commit id: cf5495964793203b59a5cc7b4b7d6dfd70699892

deletions | additions      

       

Hellinger Distance: Quantifies the similarity between to PDFs (defined like a distance metric) https://en.wikipedia.org/wiki/Hellinger_distance#Definition Kolmogorov-Smirnov statistic on two samples:  Computes the KS-statistic on 2 samples  two-sided test for samples, and tests the  null hypothesis that 2 samples are drawn from the same distribution distribution.  Small KS-statistic: same distribution http://docs.scipy.org/doc/scipy-0.14.0/reference/generated/scipy.stats.ks_2samp.html