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Distribution spread and location metrics using entropic separation

Roger J. Bowden

Statistics & Probability Letters, 2017, vol. 124, issue C, 148-153

Abstract: Distribution spread as a separation width is formalised using partition entropy, resulting in a metric for dispersion with associated end points. The binary framework resolves interpretive and other limitations of the traditional differential entropy metric, and is robust to distributional shape.

Keywords: Dispersion; Divergence; Binary entropic concentration; Partition entropy (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2017.01.011

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