Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2017/iii/paper-215/1/b/solution

A coupling of probability distributions is a joint probability distribution of random variables with the specified marginal distributions: and . No independence is required.
For every set , the difference of the two indicator functions vanishes when . Consequently
Maximizing over gives the coupling inequality for total variation:

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