Izvestiya of Saratov University.
ISSN 1816-9791 (Print)
ISSN 2541-9005 (Online)


распределение вероятностей

What scientific folklore knows about the distances between the most popular distributions

We present a number of upper and low bounds for the total variation distances between the most popular probability distributions. In particular, some estimates of the total variation distances between one-dimensional Gaussian distributions, between two Poisson distributions, between two binomial distributions, between a binomial and a Poisson distribution, and also between two negative binomial distributions are given. The Kolmogorov – Smirnov distance is also presented.