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Say you have a random variable $X$ (e.g., kilometers driven). Getting its variance is straightforward. But what if you want to say, $A$ percent of the variance in $X$ is due to $\text{Var}(X)$ for female drivers and $B$ percent is the rest, that is, $\text{Var}(X)$ for male drivers? $A + B$ should be 100 percent.

Is this possible? Are there assumptions to be made to simplify things? Independence of female and male drivers?

[Question was also asked here http://mathoverflow.net/questions/88185/variance-decomposition-anovahttps://mathoverflow.net/questions/88185/variance-decomposition-anova but I realized it's best to do it at Stats instead.]

Say you have a random variable $X$ (e.g., kilometers driven). Getting its variance is straightforward. But what if you want to say, $A$ percent of the variance in $X$ is due to $\text{Var}(X)$ for female drivers and $B$ percent is the rest, that is, $\text{Var}(X)$ for male drivers? $A + B$ should be 100 percent.

Is this possible? Are there assumptions to be made to simplify things? Independence of female and male drivers?

[Question was also asked here http://mathoverflow.net/questions/88185/variance-decomposition-anova but I realized it's best to do it at Stats instead.]

Say you have a random variable $X$ (e.g., kilometers driven). Getting its variance is straightforward. But what if you want to say, $A$ percent of the variance in $X$ is due to $\text{Var}(X)$ for female drivers and $B$ percent is the rest, that is, $\text{Var}(X)$ for male drivers? $A + B$ should be 100 percent.

Is this possible? Are there assumptions to be made to simplify things? Independence of female and male drivers?

[Question was also asked here https://mathoverflow.net/questions/88185/variance-decomposition-anova but I realized it's best to do it at Stats instead.]

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chl
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Variance decomposition /using ANOVA

Say you have a random variable X$X$ (e.g., kilometers driven). Getting its variance is straightforward. But what if you want to say, A$A$ percent of the variance in X$X$ is due to the Var(X)$\text{Var}(X)$ for female drivers and B$B$ percent is the rest, that is, Var(X)$\text{Var}(X)$ for male drivers? A + B$A + B$ should be 100 percent.

Is this possible? Are there assumptions to be made to simplify things? Independence of female and male drivers?

[Question was also asked here http://mathoverflow.net/questions/88185/variance-decomposition-anova but I realized it's best to do it at Stats instead.]

Variance decomposition / ANOVA

Say you have a random variable X (e.g., kilometers driven). Getting its variance is straightforward. But what if you want to say, A percent of the variance in X is due to the Var(X) for female drivers and B percent is the rest, that is, Var(X) for male drivers? A + B should be 100 percent.

Is this possible? Are there assumptions to be made to simplify things? Independence of female and male drivers?

[Question was also asked here http://mathoverflow.net/questions/88185/variance-decomposition-anova but I realized it's best to do it at Stats instead.]

Variance decomposition using ANOVA

Say you have a random variable $X$ (e.g., kilometers driven). Getting its variance is straightforward. But what if you want to say, $A$ percent of the variance in $X$ is due to $\text{Var}(X)$ for female drivers and $B$ percent is the rest, that is, $\text{Var}(X)$ for male drivers? $A + B$ should be 100 percent.

Is this possible? Are there assumptions to be made to simplify things? Independence of female and male drivers?

[Question was also asked here http://mathoverflow.net/questions/88185/variance-decomposition-anova but I realized it's best to do it at Stats instead.]

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Variance decomposition / ANOVA

Say you have a random variable X (e.g., kilometers driven). Getting its variance is straightforward. But what if you want to say, A percent of the variance in X is due to the Var(X) for female drivers and B percent is the rest, that is, Var(X) for male drivers? A + B should be 100 percent.

Is this possible? Are there assumptions to be made to simplify things? Independence of female and male drivers?

[Question was also asked here http://mathoverflow.net/questions/88185/variance-decomposition-anova but I realized it's best to do it at Stats instead.]