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BLAST 2008
August 6-10, 2008
University of Denver
Denver, CO, USA

Organizers
Rick Ball, Natasha Dobrinen (co-chair), Nikolaos Galatos (co-chair)

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Probability Metrics and their applications
by
Shaghayegh Kordnourie
Department of statistics ,The Islamic Azad University North Tehran Branch;Iran
Coauthors: Hamidreza Mostafaei Department of statistics ,The Islamic Azad University North Tehran Branch;Iran E-mail:hrmostafaei@yahoo.com

Abstract. In this article, we introduce the definitions and characteristics of some important probability metrics (distances); furthermore, we examine some applications of these metrics. The relationships among these metrics are evaluated. Finally, we study the convexity property of metrics and this property is investigated for the Birnbaum-Orlicz average distance. Key words: probability metrics, Relative entropy, Wasserstein metric, Birnbaum-Orlicz average distance, convexity

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Date received: July 24, 2008

Copyright © 2008 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # caxi-53.