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.
Generalized Galton’s Boards Explain Social Phenomena via StaJsJcal Physics
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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.