You would have to encode the distributions as vectors.

For discrete distributions, I think that this is relatively trivial since
you could interpret each vector entry as the probability for an element i of
the domain of the distribution.  I think that would result in the Hellinger
distance [1] being defined as:

  HD(P, Q) = \sum_i (\sqrt(p_i) - \sqrt(q_i) )

This makes it look a lot like L_0.5 which we already have.  Perhaps the
original poster can clarify if this is what they want?

[1] http://en.wikipedia.org/wiki/Hellinger_distance



On Wed, Jul 13, 2011 at 2:14 PM, Sean Owen <[email protected]> wrote:

> How do you apply this metric to vectors?
>

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