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 $(X,Y)$ with the specified marginal distributions: $\mathbb{P}(X\in A)=\mu (A)$ and $\mathbb{P}(Y\in A)=\nu (A)$. No independence is required.

For every set $A$, the difference of the two indicator functions vanishes when $X=Y$. ConsequentlyMaximizing over $A$ gives the coupling inequality for total variation: