Kolmogorov distance
= Kolmogorov distance
{c}
{title2=$d_K(F,G)=\sup_z|F(z)-G(z)|$}
The <Kolmogorov distance> between two <probability distributions> with <cumulative distribution functions> $F,G$ is $\sup_{z\in\mathbb R}|F(z)-G(z)|$.
= Kolmogorov distance
{c}
{title2=$d_K(F,G)=\sup_z|F(z)-G(z)|$}
The <Kolmogorov distance> between two <probability distributions> with <cumulative distribution functions> $F,G$ is $\sup_{z\in\mathbb R}|F(z)-G(z)|$.