probabilistic distance

  1. J

    Does 1-Wasserstein metric have bounds?

    Given l_1(u,v)=\int_{-\infty}^{+\infty}|U-V| the 1-Wasserstein distance with u and v two probability distributions and U and V their respective CDFs. The values of u and v are all positive in my case. Let's assume that I have already computed a=max(u), b=max(v), c=min(u), and d=min(v), Does...