We study the non-uniformity of probability measures on the interval and circle. On the interval, we identify the Wasserstein-p distance with the classical Lp\documentclass[12pt]{minimal}
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\begin{document}$$L^p$$\end{document}-discrepancy. We thereby derive sharp estimates in Wasserstein distances for the irregularity of distribution of sequences on the interval and circle. Furthermore, we prove an Lp\documentclass[12pt]{minimal}
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\begin{document}$$L^p$$\end{document}-adapted Erdős–Turán inequality, and use it to extend a well-known bound of Pólya and Vinogradov on the equidistribution of quadratic residues in finite fields.