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 bivariate 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 introduced in portfolio theory.
翻译:最近引入了无孔虫概念,作为衡量信息可靠性的分散指数。在本文中,我们引入了两种双轨不确定性衡量方法(Kerridge不准确度和Kullback-Liber差)的新的变异度测量方法。这些新定义和相关属性、界限和示例被展示出来。最后,我们用组合理论中引入的中差规则展示了 Kullback-Lebel-Lebel差及其分散指数的应用。