| KOŠŤÁL, Lubomír, Petr LÁNSKÝ a Ondřej POKORA. Measures of statistical dispersion based on Shannon and Fisher information concepts. INFORMATION SCIENCES. NEW YORK, NY 10010-1710 USA: ELSEVIER SCIENCE INC, 2013, roč. 235, JUN 20 2013, s. 214-223. ISSN 0020-0255. Dostupné z: https://dx.doi.org/10.1016/j.ins.2013.02.023. |
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@article{1094765,
author = {Košťál, Lubomír and Lánský, Petr and Pokora, Ondřej},
article_location = {NEW YORK, NY 10010-1710 USA},
article_number = {JUN 20 2013},
doi = {http://dx.doi.org/10.1016/j.ins.2013.02.023},
keywords = {Statistical dispersion; Entropy; Fisher information; Positive random variable},
language = {eng},
issn = {0020-0255},
journal = {INFORMATION SCIENCES},
title = {Measures of statistical dispersion based on Shannon and Fisher information concepts},
volume = {235},
year = {2013}
}
TY - JOUR
ID - 1094765
AU - Košťál, Lubomír - Lánský, Petr - Pokora, Ondřej
PY - 2013
TI - Measures of statistical dispersion based on Shannon and Fisher information concepts
JF - INFORMATION SCIENCES
VL - 235
IS - JUN 20 2013
SP - 214-223
EP - 214-223
PB - ELSEVIER SCIENCE INC
SN - 00200255
KW - Statistical dispersion
KW - Entropy
KW - Fisher information
KW - Positive random variable
N2 - We propose and discuss two information-based measures of statistical dispersion of positive continuous random variables: the entropy-based dispersion and Fisher information-based dispersion. Although standard deviation is the most frequently employed dispersion measure, we show, that it is not well suited to quantify some aspects that are often expected intuitively, such as the degree of randomness. The proposed dispersion measures are not entirely independent, though each describes the quality of probability distribution from a different point of view. We discuss relationships between the measures, describe their extremal values and illustrate their properties on the Pareto, the lognormal and the lognormal mixture distributions. Application possibilities are also mentioned.
ER -
KOŠŤÁL, Lubomír, Petr LÁNSKÝ a Ondřej POKORA. Measures of statistical dispersion based on Shannon and Fisher information concepts. \textit{INFORMATION SCIENCES}. NEW YORK, NY 10010-1710 USA: ELSEVIER SCIENCE INC, 2013, roč.~235, JUN 20 2013, s.~214-223. ISSN~0020-0255. Dostupné z: https://dx.doi.org/10.1016/j.ins.2013.02.023.
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