Completeness of Bhattacharya metric on the space of probabilities

Santanu Chakraborty and B. V. Rao

Statistics & Probability Letters, 1998, vol. 36, issue 4, 321-326

Abstract: On the space of probabilities on , the metric d1([mu], [nu]) = sup{ vb [integral operator] tf d [mu] - [integral operator] tf d[nu]vb : 0 [less-than-or-equals, slant] tf [less-than-or-equals, slant] 1, tf measurable and increasing } is a complete metric.

Date: 1998
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