Measuring statistical heterogeneity: The Pietra index

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 1, 2010, Pages 117-125

  Eliazar, Iddo I ^a   Sokolov, Igor M ^b  

^a HOLON INSTITUTE OF TECHNOLOGY   (Israel)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Call options; Continuous Time Random Walks (CTRWs); Entropy; Entropy maximization; Gini index; Kolmogorov Smirnov statistic; Pietra index; Renewal processes; Shot noise processes; Statistical heterogeneity; The M G queueing system; Variance mean ratio

Indexed keywords

COMPUTATIONAL COMPLEXITY; ECONOMICS; ENTROPY; FINANCIAL MARKETS; QUEUEING NETWORKS; RANDOM PROCESSES; SHOT NOISE; STATISTICAL PHYSICS; STATISTICS;

CALL OPTIONS; CONTINUOUS TIME RANDOM WALKS; ENTROPY MAXIMIZATION; GINI INDEX; KOLMOGOROV-SMIRNOV STATISTICS; MEAN RATIO; PIETRA INDEX; QUEUEING SYSTEM; RENEWAL PROCESS; SHOT-NOISE PROCESS; STATISTICAL HETEROGENEITIES;

CONTINUOUS TIME SYSTEMS;

EID: 70349464665     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.08.006     Document Type: Article

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