Scipy's KDE object allows integration of a function multiplied by another KDE object. I assume that this is meant to be used for the estimation of distance between two distributions. As far as I understand, to keep a consistent metric, a square root is required before the integration, similar to the definition of the Bhattacharyya coefficient given by $$BC(P,Q)=\int_\chi\sqrt{p(x)q(x)}dx$$ Therefore a question: what is this output's interpretation?
PS: I have seen this answer to another question but it seems non-relevant as it requires an additional parameter for the normalization.
