OurBigBook About$ Donate
 Sign in Sign up

Pinsker's inequality

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Total variation distance
2026-09-24  1 By others on same topic  0 Discussions Create my own version
Pinsker's inequality bounds total variation by relative entropy:
∥P−Q∥TV​≤21​D(P∥Q)​.
(1)

 Ancestors (5)

  1. Total variation distance
  2. Probability and statistics
  3. Area of mathematics
  4. Mathematics
  5.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 210 / 4 / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (1)

Pinsker's inequality by Wikipedia Bot  1
 View more
Pinsker's inequality is a fundamental result in information theory and probability theory that provides a bound on the distance between two probability distributions in terms of the Kullback-Leibler divergence (also known as relative entropy) and the total variation distance.
 Read the full article
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook