Original title:
A Measure of Variability WIthin Parametric Families of Continuous Distributions
Authors:
Fabián, Zdeněk Document type: Research reports
Year:
2022
Language:
eng Series:
Technical Report, volume: V-1287 Abstract:
A continuous probability measure on an open interval of the real line induces in it a unique geometry, "center of gravity" of which is the typical value of the distribution. In the paper is identified a score variance as a finite measure of variability of distributions with respect to the typical value and discussed its properties and methods of estimation. Itroducing a generalized Rao distance in the sample space one can appraise the precision of the estimate of the typical value.
Keywords:
distance in the sample space; scalar-valued score; score mean; score variance
Institution: Institute of Computer Science AS ČR
(web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences. Original record: https://hdl.handle.net/11104/0333306