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 pi, qi are the probabilities assigned to the point i, for i = 1, ..., 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
