Hellinger Distance Calculator
Online 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.
|
Hellinger distance formula
\(\displaystyle H(X,Y)=\left(\frac{1}{2} \int (\sqrt{x}-\sqrt{y})^2\;dμ \right)^{\frac{1}{2}} \)
|