A measure of variability within parametric families of continuous distributions

0567877 - ÚI 2025 US eng J - Journal Article
Fabián, Zdeněk
A measure of variability within parametric families of continuous distributions.
Communications in Statistics - Theory and Methods. Online 11 January 2023 (2024). ISSN 0361-0926. E-ISSN 1532-415X
Institutional support: RVO:67985807
Keywords : Scalar-valued score * score mean * score variance * distance in the sample space
OECD category: Statistics and probability
Impact factor: 0.8, year: 2022
Method of publishing: Open access
https://dx.doi.org/10.1080/03610926.2022.2155792

A new approach to theory of continuous probability distributions, based on scalar-valued score functions, offers the score mean as a finite typical value of distributions including the heavy-tailed ones. In the article, we define the score variance as a finite measure of variability of distributions with respect to the typical value and discuss its properties and methods of its estimation. By means of the square root of the score variance we introduce a generalized Rao distance in the sample space.
Permanent Link: https://hdl.handle.net/11104/0339131