Hellinger integral
Encyclopedia
In mathematics, the Hellinger integral is an integral introduced by that is a special case of the Kolmogorov integral
. It is used to define the Hellinger distance
in probability theory.
Kolmogorov integral
In mathematics, the Kolmogorov integral is a general integral introduced by including the Lebesgue–Stieltjes integral, the Burkill integral, and the Hellinger integral as special cases....
. It is used to define the Hellinger distance
Hellinger distance
In probability and statistics, the Hellinger distance is used to quantify the similarity between two probability distributions. It is a type of f-divergence...
in probability theory.