The unimodal dispersion comparison for Cramér and average value metric distances

Let FF and GG be unimodal distributions in the sense that their quantile functions are differentiable almost everywhere, with derivatives (F1)(F^{-1})' and (G1)(G^{-1})' decreasing for α<12\alpha < \frac12 and increasing for α>12\alpha > \frac12. Write CD\operatorname{CD} for the Cramér distance, AVM\operatorname{AVM} for the average value metric, and Disp+D\operatorname{Disp}_+^D and DispD\operatorname{Disp}_-^D for the positive and negative dispersion components of a distance DD. Unimodal dispersion comparison conjecture. It may hold that

Disp+CD+DispCDCD(F,G)    Disp+AVM+DispAVMAVM(F,G).\frac{\operatorname{Disp}_+^{\operatorname{CD}} + \operatorname{Disp}_-^{\operatorname{CD}}}{\operatorname{CD}(F,G)} \; \leq \; \frac{\operatorname{Disp}_+^{\operatorname{AVM}} + \operatorname{Disp}_-^{\operatorname{AVM}}}{\operatorname{AVM}(F,G)}.

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.

Sources & referencesView supporting material

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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