Statistical distance (source code)

= Statistical distance
{wiki=Statistical_distance}

Statistical distance refers to a measure that quantifies how different two probability distributions are from each other. There are several ways to define statistical distance, and the choice often depends on the context in which it is used. Some of the most common forms of statistical distance include: 1. **Kullback-Leibler Divergence (KL Divergence)**: This is a measure of how one probability distribution diverges from a second, expected probability distribution.