The unimodal dispersion comparison for Cramér and average value metric distances
The unimodal dispersion comparison for Cramér and average value metric distances
Let and be unimodal distributions in the sense that their quantile functions are differentiable almost everywhere, with derivatives and decreasing for and increasing for . Write for the Cramér distance, for the average value metric, and and for the positive and negative dispersion components of a distance . Unimodal dispersion comparison conjecture. It may hold that
The inequality would extend the established comparison for normal distributions to possibly asymmetric unimodal distributions. It is motivated by the fact that the comparison typically holds in practice, although counterexamples exist for arbitrary symmetric distributions; its validity for the stated unimodal class remains open.
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Primary source
Johannes Resin, Daniel Wolffram, Johannes Bracher and Timo Dimitriadis, “Shift-Dispersion Decompositions of Wasserstein and Cramér Distances”, arXiv:2408.09770 (2025).
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