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

12/12/2022

∙

by   Tomohiro Nishiyama, et al.

∙

0

∙

share

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.