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arxiv: 1611.03009 · v2 · pith:F23NRK5Dnew · submitted 2016-11-09 · 🧮 math.PR

On distance in total variation between image measures

classification 🧮 math.PR
keywords deltadistancetotalvariationasymptoticallydegreedistributionsestimating
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We are interested in the estimation of the distance in total variation $$ \Delta := \|P_{f(X)} - P_{g(X)}\|_{\mathrm var} $$ between distributions of random variables $f(X)$ and $g(X)$ in terms of proximity of $f$ and $g.$ We propose a simple general method of estimating $\Delta$. For Gaussian and trigonometrical polynomials it gives an asymptotically optimal result (when the degree tends to $\infty$).

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