Bhattacharyya distance 2026-10-14
The Bhattacharyya distance is the negative natural logarithm of the Bhattacharyya coefficient, with . It is zero for identical probability distributions and infinite for disjoint probability supports. Despite the name, it need not satisfy the triangle inequality required of a metric.
Chernoff affinity 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 .