Rao’s Quadratic Entropy

To the best of our knowledge, the measures that we introduce for variance and covariance are new in the context of distributions on networks. Mathematically, our variance measure is a special case of the well-known Rao’s quadratic entropy [40, 45] which measures the diversity of distributions on general categorical variables with a notion of dissimilarity between the variables. This correspondence connects our work to the more general setting of diversity measures which are widely used, for instance in ecology [42, 9]. The work of Leinster et al. on maximum diversity distributions [30, 29] is particularly relevant (see Section 5).