Calculation of the Wasserstein distance between probability distributions on the line
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Submitted 1973 | SovietRxiv: ru-197301.96557 | Original in English | Abstract Only

Abstract

We prove that the Wasserstein distance between probability distributions on the line coincides with the $L^1$ -distance between their distribution function.

Submission history

Calculation of the Wasserstein distance between probability distributions on the line