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Bhattacharyya angle

In statistics, Bhattacharyya angle, also called statistical angle, is a measure of distance between two probability measures defined on a finite probability space. It is defined as

where p<sub>i</sub>, q<sub>i</sub> are the probabilities assigned to the point i, for i&nbsp;=&nbsp;1,&nbsp;...,&nbsp;n, and

is the Bhattacharya coefficient.

The Bhattacharya distance is the geodesic distance in the orthant of the sphere obtained by projecting the probability simplex on the sphere by the transformation .

This distance is compatible with Fisher metric. It is also related to Bures distance and fidelity between quantum states as for two diagonal states one has

See also

References