The Burstiness Tail-based Index (BTI) detects burstiness in power-law and other distributions more reliably than the conventional Burstiness Parameter by using ratios of quantile differences, reducing false negatives and improving robustness to small samples.
Beyond word frequency: Bursts, lulls, and scaling in the temporal distribuJons of words
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Ratio of Quantiles Indicates Burstiness with Fewer False Negatives than the Conventional Burstiness Parameter
The Burstiness Tail-based Index (BTI) detects burstiness in power-law and other distributions more reliably than the conventional Burstiness Parameter by using ratios of quantile differences, reducing false negatives and improving robustness to small samples.