An index for proximity of two distributions

Nicholas T. Longford ()
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Nicholas T. Longford: Imperial College

METRON, 2017, vol. 75, issue 2, No 5, 194 pages

Abstract: Abstract The confusion index is developed as a single-number descriptor of the proximity of two distributions and, more generally, of two random variables or vectors. Its advantages include natural interpretation, tractability for several common distributions and straightforward generalisations to multivariate distributions and dependent random variables.

Keywords: Confusion index; Distance of distributions; Hellinger distance; Speed of convergence; Transvariation (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s40300-017-0116-0

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