Hellinger integral

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In mathematics, the Hellinger integral is an integral introduced by Hellinger  ( 1909 ) that is a special case of the Kolmogorov integral. It is used to define the Hellinger distance in probability theory.

Ernst Hellinger German mathematician

Ernst David Hellinger was a German mathematician.

In mathematics, the Kolmogorov integral is a generalized integral introduced by Kolmogoroff (1930) including the Lebesgue–Stieltjes integral, the Burkill integral, and the Hellinger integral as special cases.

In probability and statistics, the Hellinger distance is used to quantify the similarity between two probability distributions. It is a type of f-divergence. The Hellinger distance is defined in terms of the Hellinger integral, which was introduced by Ernst Hellinger in 1909.

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Lebesgue integration

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