Basic statistics for probabilistic symbolic variables: a novel metric-based approach

Details Basic statistics for probabilistic symbolic variables: a novel metric-based approach Basic statistics for probabilistic symbolic variables: a novel metric-based approach

2011-10-11

arxiv.org/abs/1110.2295v1

Statistics

Methodology

19 pages, 3 figures

Scientific paper

In data mining, it is usually to describe a set of individuals using some summaries (means, standard deviations, histograms, confidence intervals) that generalize individual descriptions into a typology description. In this case, data can be described by several values. In this paper, we propose an approach for computing basic statics for such data, and, in particular, for data described by numerical multi-valued variables (interval, histograms, discrete multi-valued descriptions). We propose to treat all numerical multi-valued variables as distributional data, i.e. as individuals described by distributions. To obtain new basic statistics for measuring the variability and the association between such variables, we extend the classic measure of inertia, calculated with the Euclidean distance, using the squared Wasserstein distance defined between probability measures. The distance is a generalization of the Wasserstein distance, that is a distance between quantile functions of two distributions. Some properties of such a distance are shown. Among them, we prove the Huygens theorem of decomposition of the inertia. We show the use of the Wasserstein distance and of the basic statistics presenting a k-means like clustering algorithm, for the clustering of a set of data described by modal numerical variables (distributional variables), on a real data set. Keywords: Wasserstein distance, inertia, dependence, distributional data, modal variables.

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