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arXiv · 2106.12292

Dispersion indices based on Kerridge inaccuracy and Kullback-Leibler divergence

Francesco Buono·Camilla Calì·Maria Longobardi
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Abstract

The concept of varentropy has been recently introduced as a dispersion index of the reliability of measure of information. In this paper, we introduce new measures of variability for two measures of uncertainty, the Kerridge inaccuracy measure and the Kullback-Leibler divergence. These new definitions and related properties, bounds and examples are presented. Finally we show an application of Kullback-Leibler divergence and its dispersion index using the mean-variance rule.

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BibTeXRIS

Francesco Buono, Camilla Calì, Maria Longobardi. 2021-06-23. Dispersion indices based on Kerridge inaccuracy and Kullback-Leibler divergence. https://arxiv.org/abs/2106.12292

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