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Relative entropy bound for the unnormalized Hellinger distance (H2(P,Q)≤K(P,Q))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics f-divergence Squared Hellinger distance Hellinger distance
2026-10-06  0 By others on same topic  0 Discussions Create my own version
The scalar inequality −logu≥1−u, applied to u=q/p​ and integrated against P, gives K(P,Q)≥2−2∫pq​dμ. The right side is the unnormalized squared Hellinger distance. Infinite divergence and zero density regions are handled by the usual extended-integral conventions.

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  1. Hellinger distance
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  • Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 36 / 1 / Solution

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