most citedWhy the 1-Wasserstein distance is the area between the two marginal CDFs

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math.ST2021★ 10 cited

Why the 1-Wasserstein distance is the area between the two marginal CDFs

Marco De Angelis, Ander Gray

We elucidate why the 1-Wasserstein distance coincides with the area between the two marginal cumulative distribution functions (CDFs). We first describe the Wasserstein dista…