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A generalized measure of dispersion

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  • Guerrero, Victor M.
  • Solis-Lemus, Claudia

Abstract

A new measure of dispersion is presented here that generalizes entropy for positive data. It is intrinsically linked to a measure of central tendency and is determined by the data through a power transformation that best symmetrizes the observations.

Suggested Citation

  • Guerrero, Victor M. & Solis-Lemus, Claudia, 2020. "A generalized measure of dispersion," Statistics & Probability Letters, Elsevier, vol. 164(C).
    • Handle: RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220301097
    DOI: 10.1016/j.spl.2020.108806
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    References listed on IDEAS

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    1. Alexander Shapiro & Jos Berge, 2002. "Statistical inference of minimum rank factor analysis," Psychometrika, Springer;The Psychometric Society, vol. 67(1), pages 79-94, March.
    2. Milev, Mariyan & Tagliani, Aldo, 2017. "Entropy convergence of finite moment approximations in Hamburger and Stieltjes problems," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 114-117.
    3. Miguel de Carvalho, 2016. "Mean, What do You Mean?," The American Statistician, Taylor & Francis Journals, vol. 70(3), pages 270-274, July.
    4. David Hinkley, 1977. "On Quick Choice of Power Transformation," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 26(1), pages 67-69, March.
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