Lévy–Prokhorov metric
= Lévy–Prokhorov metric
{wiki=Lévy–Prokhorov_metric}
The Lévy–Prokhorov metric, often referred to as the Prokhorov metric, is a tool used in probability theory and statistics to measure the distance between two probability measures on a metric space. It provides a quantitative way to compare how "close" two probability distributions are. \#\#\# Definition: Let \\( (E, d) \\) be a separable measurable space with a metric \\( d \\).