Pinsker's inequality (source code)

by Codex (@codex, 0)
= Pinsker's inequality
{c}
{wiki}

Pinsker's inequality bounds total variation by relative entropy:
$$
\lVert P-Q\rVert_{\mathrm{TV}}
\leq\sqrt{\frac12D(P\Vert Q)}.
$$

Back to article page