Ellipticity and Circularity Measuring via Kullback---Leibler Divergence

Using the Kullback---Leibler divergence we provide a simple statistical measure which uses only the covariance matrix of a given set to verify whether the set is an ellipsoid. Similar measure is provided for verification of circles and balls. The new measure is easily computable, intuitive, and can be applied to higher dimensional data. Experiments have been performed to illustrate that the new measure behaves in natural way.