Hellinger distance (HD
) and a related utility measure (HDutility
)
described in the reference below.
The utility measure is made to be bounded between 0 and 1.
Details
HD is defined as "sqrt(sum((sqrt(f) - sqrt(g))^2)/2)
" and
HDutility is defined as "1 - HD(f, g)/sqrt(sum(f))
".
References
Shlomo, N., Antal, L., & Elliot, M. (2015). Measuring Disclosure Risk and Data Utility for Flexible Table Generators, Journal of Official Statistics, 31(2), 305-324. doi:10.1515/jos-2015-0019