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Statistics > Methodology

Title: A note on distance variance for categorical variables

Abstract: This study investigates the extension of distance variance, a validated spread metric for continuous and binary variables [Edelmann et al., 2020, Ann. Stat., 48(6)], to quantify the spread of general categorical variables. We provide both geometric and algebraic characterizations of distance variance, revealing its connections to some commonly used entropy measures, and the variance-covariance matrix of the one-hot encoded representation. However, we demonstrate that distance variance fails to satisfy the Schur-concavity axiom for categorical variables with more than two categories, leading to counterintuitive results. This limitation hinders its applicability as a universal measure of spread.
Comments: 3 figures
Subjects: Methodology (stat.ME); Statistics Theory (math.ST)
Cite as: arXiv:2405.06813 [stat.ME]
  (or arXiv:2405.06813v1 [stat.ME] for this version)

Submission history

From: Qingyang Zhang [view email]
[v1] Fri, 10 May 2024 21:14:18 GMT (27kb,D)

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