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Completeness of Bhattacharya metric on the space of probabilities

On the space of probabilities on , the metric d1([mu], [nu]) = sup{ vb [integral operator] tf d [mu] - [integral operator] tf d[nu]vb : 0 [less-than-or-equals, slant] tf [less-than-or-equals, slant] 1, tf measurable and increasing } is a complete metric.
Year of publication:
1998
Authors: Chakraborty, Santanu ; Rao, B. V.
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 36.1998, 4, p. 321-326
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005223802
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