Questions tagged [coefficient-of-variation]

A measure of dispersion expressed relative to the mean, used for positive variables. Equals the standard deviation divided by the mean.

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23 views

Is CV inflated when mean and standard deviation are negatively correlated?

I have two quantitative traits coming from 145 individuals x 12 environments combination. My goal is to correlate the specialization of each individual (trait 1) to the mean of each individual across ...
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Does spread in error reflect spread in coefficient values when coefficients are dimensional and have different units?

I have two very different empirical models that estimate a quantity $Z$ from two quantities ($x$ and $y$). Lets call the two models (highly non linear) $F_1$ and $F_2$ $$ Z = a_1F_1(x,y)$$ $$ Z = ...
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20 views

Combined Coefficient of Variation

I am doing a research in 12 participants where I perform two different techniques three times each, at different moments. I would like to calculate the combined CV (Mean CV1 + CV2 + CV3), but I don't ...
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14 views

Relative Median Absolute Deviation

For example, the CV (coefficient of variation) is the relative standard deviation (sd divided by the mean). Now is there a relative MAD (Median absolute deviation https://en.wikipedia.org/wiki/...
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A variance measure for a variable that takes both positive and negative values with the mean close to zero

I've been using relative standard deviation as a measure of variance for my variables, but some of them take both positive and negative values and their mean is close to zero, so it's not a good ...
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Properties of CV (Coefficient of Variation) for the sum of normal random variables

Given two normally distributed random variable $X_1$ and $X_2$ given the mean and the variance to be $(\mu_1, \sigma_1)$ and $(\mu_2, \sigma_2)$ respectively, we know that the mean and standard ...
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Check which parameter causes less dispersion in a sample set - When to use CV (Coefficient of Variation) or CD (Coefficient of Dispersion) etc

The overall goal is to extract/engineer features from approximately 100 segments (various lengths but always more than 80 data points) that are as similar as possible to each other and have a very low ...
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40 views

Interpreting summary of mixed-effects model R (metafor)

I am a complete novice and was hoping for some clarity around interpretation of my results. Note the response ratio I am interested in is the log coefficient of variation ratio (lnCVR). Please see a ...
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Normalized statistical measure for agreement of biological replicates

I've conducted an experiment collecting samples from various depths in the ocean. At each depth, I collected 3 samples to act as biological replicates. I now want to show that all of my replicates ...
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Measures of dispersion which are scale invariant and can handle a mean of 0

Is there a measure of dispersion which is scale-invariant, s.t. I can compare it between datasets of different scale and does not have the problem like the Coefficient of Variation which is undefined ...
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A high variability in A is associated with outcome X : The use of the Coefficient of Variation to predict outcomes?

I want to know whether the Coefficient of Variation is a valid tool for the following problem: The goal is to assess whether high variability in blood concentrations of a pharmaceutical drug is ...
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Generalized regression with both additive and multiplicative errors

For measurements of chemical concentrations, it is often the case that the error in the data increases as the true (or estimated) concentration increases. That is, the error is multiplicative and has ...
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What's the difference between coefficient of variation and intraclass coefficient and when should I use one vs the other?

If I am trying to compare variability in a measurement taken multiple times in a single session with the variability in that measurement taken over multiple sessions, should I use icc or cov? I am ...
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Smaller CV for a subsample when estimating mean value of a binary variable?

I'm estimating mean values of a series of binary 0/1 variables / also estimating proportions belonging to each of the two categories for a sample of observations, and again for a subsample of that ...
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115 views

Coefficient of Variation for beween groups [closed]

I am currently looking at doing an ANOVA to check for evidence of differences between the groups mean, part of what I am doing I will be reporting the CV (sd/mean) for quantifying the amount of ...
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47 views

Coefficient of variation for log (base 10) transformed data set

I've recently become aware that there are different formulas for calculating the coefficient of variation (CV). It is my understanding that for numeric data this formula is used CV=(SDTEV/MEAN)100 as ...
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Calculating interclass correlation but with different observer experience

I have tried finding an answer to the following question both here and using PubMed and google but without luck. I have been asked to calculate the intraclass correlation coefficient from the ...
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Comparison of dispersion measures of different samples with different subsamples

Context: I have data on movie ratings and I want to find what factors affect the rating the most. I have $k$ features $F_1, F_2,\ldots,F_k$ characterizing a movie - for example, director, lead actor, ...
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31 views

The coefficient of variation as a measure of “narrowness” of a distribution

In this lecture about statistical mechanics, page $10$, the author said that for a peaked distribution, like the one below, the width of the peak is proportional to $\frac{\sigma}{\mu}$, where $\mu$ (...
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Calculating the coefficient of variation within pairs

I would like to calculate the coefficient of variation of an assay where I measured each sample in duplicate. I have no statistical background but from my understanding I would need the standard ...
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65 views

Repeatability and Reproducibility Coefficients of Variation

I sometimes see in papers report Repeatability CVs% and Reproducibility CV%. Sometimes its described as within-group CV% and between-group CV%. But in papers I've seen these calculated multiple ...
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Test for Statistical Differences Among Coefficients of Variation (using R)?

I have two datasets, and I wish to determine the statistical difference between two groups. I am comparing a visual plant injury scoring system to a remotely-sensed scale, and the coefficient of ...
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coefficient of variation and genes highly expressed

I am a biologist, with very little knowledges of statistics. I am looking for highly variable genes from a data set. I have calculated the coefficient of variation of the expressed genes of my dataset ...
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Gamma GLMM Dispersion, Random Effects, and CoV (lme4)

So I know that in glm(), with the Gamma family, one can get the dispersion parameter through the MASS package with gamma.dispersion() or can even look at the summary output as a quick estimate. How ...
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36 views

Total sum of squares or coefficient of variation

I have two sets of histology data for the same set of patients, each with two samples. Both are made based on fraction stained cells relative to total number of cells (stained+unstained), but their ...
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131 views

R-squared and sample size

I was wondering if R-squared is affected by the sample size? Is adjusted R-squared also affected? The reason behind this though is, that i have run a multiple linear regression on two samples. The R^...
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142 views

Standard Deviation (SD) vs. Coefficient of Variation (CV)

Which of the following two data sets is more dispersed? Assume that both data sets are normally distributed. Data Set A: $\mu_A = 1$, $\sigma_A = 1$. Data Set B: $\mu_B = 10$, $\sigma_B = 1$. ...
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193 views

What's the best method to measure relative variability for non normal data?

I have a set of data that states the volume required each month for the next 12 for 750 raw materials. I would like to determine the variability in the demand for each material, and categorise the ...
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Methods to quantity the applicability of an regression to a larger population

Simple question I believe, but I am not as sharp on my stats as i would like to be. I have 66 items with a calculated value associated with them, due to data restraints I was only able to find a "...
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2answers
96 views

Comparing standard deviation with coefficient of variation

I have series A that is daily levels of a stock index, from which I calculate daily returns, then calculate the std dev of the daily returns, and multiply by (250)^0.5 to get annual std dev of returns ...
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1answer
82 views

Standard Error over the mean: a valid 'modified coefficient of variation'?

At my work, we have used a 'modified Coefficient of Variation', defined as the Standard Error over the mean, and I wanted to ask if there is any statistical justification for this. We are interested ...
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450 views

ANOVA on time series Data

I’ve been dealing with this problem for quite a time. I’m running an experiment with plants growing them with Compost A and Compost B. I’ve been measuring the pH each day at the same time and keeping ...
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Is there an R function that performs LASSO regression on multiple imputed datasets and pools results together?

I have a dataset with 283 observation of 60 variables. My outcome variable is dichotomous (Diagnosis) and can be either of two diseases. I am comparing two types of diseases that often show much ...
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63 views

Calculating the probability of exceeding a given return

I have calculated the return of an investment with cost and benefit data as 80% with a 4.6% coefficient of variation. However, I need to carry the analysis further by calculation the probability of ...
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103 views

coefficient of variance's significance

As far as I know, the coefficient of variance (CV) is used for measuring consistency of any variable. But should one always depend on CV for taking decisions, especially when means the are different? ...
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507 views

Can coefficients of variation be compared if the samples differ in size? [closed]

I have to do a study for trying a sanitary product that has an acceptance criterion for the %CV repeatability and %CV reproducibility of the measurands. The acceptance criterion of the performance of ...
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356 views

comparing two sets of coefficient of variation values

I have two sets of coefficient of variations (cv): ste1 = c(cv1, cv2, ..., cv15) set2 = c(cv1, cv2, ..., cv15) how can I compare set1 with set2? which test should I apply? I know that if I want to ...
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300 views

Robust analogues of Mean, CV and Skewness

I need to characterize the mean, CV and skewness of my observed data (it is gamma-like distributed). This data is an artifact (outliers) enriched, so I decide to use robust statistics: median, ...
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1k views

How do I calculate the average coefficient of variation?

I'm a biochemist and I usually compare the variability of my measurements in terms of coefficient of variation (CV) since I can "visualize" the deviations more easily in terms of percentages deviation ...
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significance testing of unequality of coefficient of variation in multiple samples

I'm performing a study on inter-doctor variation. For that, I'm studying a diagnostic instrument that has around 100 items that all have to be rated. Some are dichotomous, some ordinal. Several ...
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Model the CV of response variable as a function of CV of predictors

Suppose I have a big county that has 10 farms. In the county, the planting of a crop could happen between March to April. I collected for a given year, the planting date of a crop across the 10 farms ...
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Distribution of extremes of measurments considering repeated measures

I'm working with measurements for a large sample set and need to quantify the expected extremes. The measurements obviously have some degree of random noise simply in the measurement itself (for the ...
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1answer
242 views

Using coefficient of variation in lab testing

In order to determine the accuracy of a specific method, I need to determine if the results are statistically precise. In the example below, I am taking a sample from 7 individuals and running their ...
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Inconsistency between coefficient of variation (CV) and geometric CV

Geometric CV seems to be an appropriate measure for log-normalized data. Also, according to the discussions mentioned in theorems 1 and 2 of here, it seems to me that CV and geometric CV are both ...
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Can I compare the average coefficients of variation?

I have two datasets. The first shows a populations choices for mode of transport (3 modes) in 6 different areas. The second shows the same populations responses to concerning attributes (13 ...
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Coefficient of variation for nonparametric data [duplicate]

Is it appropriate to use the coefficient of variation (CV) for non-parametric data? I'm not sure whether it is appropriate since you use the mean of the data to calculate it together with the SD. ...
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Generalised coefficient of variation?

Consider the CV for a given random variable $X$: $$ CV_X = \frac{\sigma_X}{\mu_X}$$ Now, say I also have random variable $Y$. Let us define: $$ CV_{X,Y}= \sqrt{\frac{\text{Cov}(X,Y)}{\mu_X \mu_Y}} $...
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dependency of the deviation to the measurement level: how to test normality?

A machine measures the height of some plants. In the context of industrial quality procedures, we repeat the same measurement Hi 10 times and expect the ...
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How to compare two distribution where each point is not from a independent sample

columns are samples and rows are genes. There are two groups. I calculated coefficient of variance (CV) for each group so for each gene there are two CV one for group A and one for group B. I ...
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29 views

What does the author mean by “scaled version” of standard deviation?

I was trying to understand how to use XYZ analysis when I came upon this article. The author says that using coefficient of variation of an item (which is a ratio of standard deviation and average ...