Calculator for the Hellinger Distance of data series
This function calculates the Hellinger distance. The Hellinger distance is a metric for probability measures represented by probability densities.
To calculate, enter a series of x /y pairs (vectors). The individual numbers are separated by semicolons or spaces. Then click on the 'Calculate' button.
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\(\displaystyle H(X,Y)=\left(\frac{1}{2} \int (\sqrt{x}-\sqrt{y})^2\;dμ \right)^{\frac{1}{2}} \)
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