Bhattacharyya distance

In statistics, the Bhattacharyya distance is a quantity which represents a notion of similarity between two probability distributions.^[1] It is closely related to the Bhattacharyya coefficient, which is a measure of the amount of overlap between two statistical samples or populations.

It is not a metric, despite being named a "distance", since it does not obey the triangle inequality.

^ Dodge, Yadolah (2003). The Oxford Dictionary of Statistical Terms. Oxford University Press. ISBN 978-0-19-920613-1.

[1] Dodge, Yadolah (2003). The Oxford Dictionary of Statistical Terms. Oxford University Press. ISBN 978-0-19-920613-1.

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