The Exercise
A coin lands heads with probability and tails with probability . A second coin lands heads with probability and tails with probability . The exercise is to show that the trace distance between the two distributions and is .✦
The Classical Trace Distance
The classical trace distance of two real functions and on a finite set of outcomes , such as two probability distributions, is half the sum over the outcomes of the absolute differences of their values: (1)✦
The Claim
On a set of two outcomes the sum in (1) has two terms, and , and they are equal.
Theorem 1. Let and be real numbers. Then the functions and on two outcomes satisfy (2)✦
What Is Checked
The claim is stated over the classical trace distance (1), taken on a set of two outcomes and evaluated at and . The identity (2) holds for all real and , including those outside , where the two pairs are not probability distributions.