I work on empirical distributions generated by a Monte Carlo. Some of these distributions are close to Gaussian, other looks more like Multinomial and still others like uniforms.
My problem is to find a common value for representing the "central case". For Gaussian and uniforms, I can use the E[], but for Multinomials, the E[] will just lie in the middle of nowhere. In this case, the Mode() would be more useful.
Of course, the distributions being empirical are not really Gaussian, Multinomial or Uniform, so I don't know which measure to apply a priori.
Does someone had had similar issues and how did you solve it?
Many thanks