Eliazar, Iddo I.; Sokolov, Igor M. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 1, pp. 117-125
There are various ways of quantifying the statistical heterogeneity of a given probability law: Statistics uses variance — which measures the law’s dispersion around its mean; Physics and Information Theory use entropy — which measures the law’s randomness; Economics uses the Gini index...