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An index for proximity of two distributions

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  • Nicholas T. Longford

    (Imperial College)

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.

Suggested Citation

  • Nicholas T. Longford, 2017. "An index for proximity of two distributions," METRON, Springer;Sapienza Università di Roma, vol. 75(2), pages 181-194, August.
    • Handle: RePEc:spr:metron:v:75:y:2017:i:2:d:10.1007_s40300-017-0116-0
    DOI: 10.1007/s40300-017-0116-0
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    References listed on IDEAS

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    1. Michele Costa, 2009. "Transvariation and inequality between subpopulations in the Dagum’s Gini index decomposition," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 229-241.
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