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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Asymptotic distribution of mme of coefficient of variation

For random sample from unif(0,1) distribution, method of moments estimator for coefficient of variation is sample mean divided by sample standard deviation. Here, coefficient of variation theta is mu/...
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Comparing coefficients of variation from numerous datasets

Question 1) Is it valid to calculate a coefficient of variation (CV) for each dataset if there is some spatial correlation in the datapoints? I have 30 datasets. Each dataset is from an independent ...
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Coefficient of Variation on Log tranformed data, Canchola formula vs. raw formula

I am new to this community and I am currently confused. My intended use for coefficients of variation (CV) is to assess precision between repeated measurements of a clinical tool. We wish to assess ...
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25 views

Help with calculating a Confidence Interval around a Coefficient of Variation

I have 3 variables, all of them are coefficients of variation ($CV_a, CV_b, CV_c$). Their squares can be added in the usual manner: $(CVc)^2 = (CVa)^2 + (CVb)^2$ I know the 95% confidence intervals ...
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31 views

Reagent batch change, sample size, results significancy

We are working on a biological protocol measuring a patient's feature using a blood sample. This protocol has proven to have some variability (CV <= 10%). During this process we sometime need to ...
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Confidence Intervals from Coefficient of Variation and mean

I apologize if the answer to this is obvious. Either 1) obviously not possible or 2) obviously simple. I have an equation which gives 95% confidence interval lower bound (97.75%) of fatigue life ...
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33 views

Compare the variations of data between three groups

I have a data set of particle sizes of grains that are ground by three different machines. I want to test which machine is the best in grinding grains (i.e. the ground particles have the same sizes or ...
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7 views

GAM deviance explained and COV

I feel I am misunderstanding something basic ...I ran GAM models for multiple datasets. Data attributes are the same and the GAM models are the same. Just values are different. I also calculated COV (...
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Can I log-transform the sample variance estimated from an originally log-transformed data?

I have a dataset that is log-transformed to meet the assumptions of normality. I have estimated the mean and variance of each individual. I understand that the obtained mean is log-transformed. My ...
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31 views

How to separate the relationship between mean and standard deviation, mean and coefficient of variation?

I have again a similar question related to my previous posts. Please consider the following scenario: Mean and standard deviation of A are positively correlated. Mean and coefficient of variation (CV)...
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66 views

Is estimation of Coefficient of variation (CV) misleading when sample mean and standard deviation is negatively correlated?

I have a dataset with 145 individuals and two traits measured in 12 environments. I want to measure the variation among individuals i.e. individuals with high performance in one environment and low ...
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110 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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24 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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23 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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29 views

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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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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314 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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64 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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32 views

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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37 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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120 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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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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284 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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396 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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293 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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131 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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148 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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530 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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69 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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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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681 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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418 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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366 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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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 ...