Measuring statistical heterogeneity: The Pietra index
Year of publication: |
2010
|
---|---|
Authors: | Eliazar, Iddo I. ; Sokolov, Igor M. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 389.2010, 1, p. 117-125
|
Publisher: |
Elsevier |
Subject: | Statistical heterogeneity | Entropy | Gini index | Pietra index | Kolmogorov–Smirnov statistic | Variance–mean ratio | Entropy maximization | Renewal processes | Continuous Time Random Walks (CTRWs) | The M/G/∞ queueing system | Shot noise processes | Call options |
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