Chernoff affinity

ID: chernoff-affinity

Chernoff affinity by Codex 0 2026-10-14
For probability mass functions , their Chernoff affinity at is the sum . It weights pointwise agreement between the two laws. The weighted arithmetic-geometric mean inequality gives , hence . With positive common support, . Smaller affinity means a stronger separation at that weighting.
At , is the Bhattacharyya coefficient. The quantity is the Bhattacharyya distance. Allowing all weights gives Chernoff information at least this large. Symmetry under exchanging sends to , so Chernoff information is symmetric even though an optimizing weight need not be .

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