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A confusion index for measuring separation and clustering

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Statistical Modelling: An International Journal

Published online on

Abstract

<abstract>

An index for characterizing the separation of two distributions is introduced. It is applied to assessing whether mixture components are clusters. A related property of being a satellite and a partial ordering of the components are defined. A sequence of clustering structures is defined for a finite mixture with a continuum of thresholds that qualify a cluster. The approach is suitable for outcomes with arbitrary univariate or multivariate distributions and their mixtures. The properties of the index are explored by simulations and on examples.

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