A Measure of Variability WIthin Parametric Families of Continuous Distributions

0560377 - ÚI 2023 CZ eng V - Research Report
Fabián, Zdeněk
A Measure of Variability WIthin Parametric Families of Continuous Distributions.
Prague: ICS CAS, 2022. 20 s. Technical Report, V-1287.
Institutional support: RVO:67985807
Keywords : scalar-valued score * score mean * score variance * distance in the sample space

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.
Permanent Link: https://hdl.handle.net/11104/0333306