An index for proximity of two distributions
File(s)Confu.pdf (211.17 KB)
Accepted version
Author(s)
Longford, NT
Type
Journal Article
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.
Date Issued
2017-07-14
Date Acceptance
2017-07-01
Citation
Metron, 2017, 75 (2), pp.181-194
ISSN
0026-1424
Publisher
Springer Verlag (Germany)
Start Page
181
End Page
194
Journal / Book Title
Metron
Volume
75
Issue
2
Copyright Statement
© Sapienza Università di Roma 2017. The final publication is available at Springer via https://link.springer.com/article/10.1007/s40300-017-0116-0
Subjects
0104 Statistics
Publication Status
Published