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Atlas.TheoryOfProbability.code.TotalVariation

noncomputable def totalVariationDist {Ω : Type u_1} [MeasurableSpace Ω] (μ ν : MeasureTheory.Measure Ω) :

The total variation distance between two measures μ and ν, defined as ‖μ - ν‖ = sup_B |μ(B) - ν(B)| where the supremum runs over all measurable sets B.

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