On a Transvariation Based Measure of Group Separability

Abstract

In this paper, the potentialities of transvariation (Gini, 1959) in measuring the separation between two groups of multivariate observations are explored. With this aim, a modified version of Gini’s notion of multidimensional transvariation is proposed. According to Gini (1959), two groups G₁ and G₂ are said to transvary on the k-dimensional variable X = (X₁,...,X_h,...,X_k) if there exists at least one pair of units, belonging to different groups, such that for h = 1,...,k the sign of the difference between their X_h values is opposite to that of m_1h −m_2h, where m_1h and m_2h are the corresponding group mean values of X_h. We introduce a modification that allows us to derive a measure of group separation, which can be profitably used in discriminating between two groups. The performance of the measure is tested through simulation experiments. The results show that the proposed measure is not sensitive to distributional assumptions and highlight its robustness against outliers.