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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How to compare metrices in terms of RELATIVE bootstrap confidence interval
Situation: We are assessing several metrices to compare two distributions (e.g. ttest-pvalue, Wasserstein distance, binary classification metrices like ROC-AUC, etc.). One criteria should be the "...
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Hazard ratios - one unit increase for a continuous variable measuring diversity (Blau index/ coefficient of variation), how to interpret?
I am having difficulty understanding how to interpret a one-unit increase/decrease for continuous variables in a Cox model.
Specifically, I have created the variables gender, age & nationality ...
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Coefficient of variation from independent estimates and multivariate normal
I'm estimating the coefficients of variation (CV) for features in a dataset. Each of the features is well represented by a normal distribution. I've done the estimate in two ways, both using bayesian ...
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Equality of variance - three or more related samples
I wondered if anyone could help with the following issue…
Rather than just assessing whether there is a difference between two means (considering the variance of each sample), I would like to be able ...
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How to deal with duplicates with high coefficients of variation
I am working with raw data from a multiplex Luminex assay ( not by commercial kit); I have found that some duplicates have a high %CV. I would like to know if you can advise me on dealing with this ...
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How to find the relative dispersion of a list of numbers over a number in it?
In the game of chess a white advantage is defined as a positive number, a black advantage is a negative number, an equal position is 0.
A chess engine displays a list of the n best variations of a ...
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Am I misapplying coefficient of variation?
I'm working with proteomics data in python, and I want to implement an abundance cutoff as described by K. Podwojski, et al (short section attached below). My goal is to quantify the difference in ...
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How to report performance of a Deep Learning Model (RMSE, R2) when lots of variation
please bear with me because I'm a beginner. I have created an LSTM Model to solve a regression problem. The metrics that I am reporting are RMSE, MAE and R2. Unfortunately, my model might not be ...
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Conditional variance $\hat{\beta}_1|x_1, x_2,\ldots, x_n$
Why do we need to estimate the variance of $\hat{\beta}_1|x_1, x_2,\ldots, x_n$ when we want to test a hypothesis about $\beta_1$?
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Is this definition of the Herfindahl index related to its usual definition?
For me, the usual definition of the Herfindahl index is this one. See also this question.
Here, on page 26, it is defined as a function of the coefficient of variation:
Are these definitions of the ...
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coefficient of variation for a proportion
I'm new to the coefficient of variation. I'm trying to get at the precision of estimate. Using my software (Stata) I have an estimated percentage of 25% and a reported CV of 18. couple of questions:
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what does it mean that the coefficient of variation equals 100%
I am taking a Probability and Statistics course. We know that:
coefficient of variation = (standard deviation / mean) * 100%
Geometrically, what does it mean that the coefficient of variation = 100%...
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A measure of variability/dispersion that captures only one direction of change
I am conducting a study trying to correlate changes in a biologic parameter (e.g., blood bilirubin concentration) with clinical outcomes (e.g., bleeding).
I have found that variability in such ...
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Modelling conditional coefficient of variation
Suppose we have 10,000 test tubes containing variable concentrations of some chemical. The aim is to use measurements of their chemical contents to characterise the measurement imprecision of a ...
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Using the coefficient of variation to detect feature importance - but what if mean and sd are correlated? [closed]
I would like to have an estimate for the importance of a feature - the rough idea would be to define importance as the ratio between the mean and standard deviation. In other words, a feature is ...
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Interpreting coefficient of variation results [duplicate]
I am trying to interpret results for a question asking "which has the most variable abundances" so, I found the coefficient of variation in abundance of all species. Does it make sense to ...
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CV% with Close-End Formula
I am working with qPCR data, where the quantity of genetic material (in picograms) is the direct output of the machine. The quantity is then entered into a close end formula, which accounts for ...
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Explained variance score vs $R^2$ score
I came across explained variance score and $R^2$ score in scikit learn docs.
Docs defines exaplained variance score as:
$\text{explained variance} (y,\hat{y})=1-\frac{Var\{y-\hat{y}\}}{Var\{y\}}$
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what exactly does correlation mean [duplicate]
what exactly is a correlation of zero meant to be, does that mean that changes in x does not affect y, if that is the case, from the scatter plot
That is completely false, as sometimes as x increases,...
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Alternative for Coefficient of Variation as measure of reliability for grouped estimations
I have conducted a series of pairwise relatedness estimations. The resulting relatedness values can technically range from 0 to 1...
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Method of collecting and comparing outliers from sets of sets of populations
Background
I am a PhD student co-supervising a Master's student in our lab. I am mostly familiar with discrete mathematics, signal processing, and programming simulations. My statistics background ...
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Coefficient of variation of circular data
The definition of coefficient of variation is as follows:
coefficient of variation= standard deviation/mean.
I am using circular (directional) statistics to find the mean and standard deviation. My ...
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Coefficient of variation of log-Gamma distribution
If I have a Gamma distributed random variable $y$:
\begin{equation}
y \sim Gamma(\alpha, \beta)
\end{equation}
which has coefficient of variation $\frac{1}{\sqrt{\alpha}}$, then what would be the ...
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Coefficient of variation in a gamma location-scale mixed model
In ecology, location-scale mixed models are often used to extract the so-called 'coefficient of individual variation for predictability' (e.g. see, for instance, this paper), which is defined as the ...
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What is a good statistic to compare variation in percentages?
For my current project, I am interested in comparing groups of percentages.
For example, say that we would like to estimate the total number of customers in a month, when we are only a few weeks in.
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Coefficient of variation for exponential distribution: $\text{Var}(X)/E(X)^2$?
I am currently studying the textbook Modeling and Analysis of Stochastic Systems, third edition, by Kulkarni. Chapter 5.1 Exponential Distributions says the following:
The probability density ...
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If given the coefficeints, standard errors and r^2, how can I determine overall significance of an OLS model?
Basically the title. Say I am given coefficients 1,2,3 and standard errors .1, .02, .01 respectively and an R^2 value of 0.35. How would I go about testing the overall significance of the model?
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Can Coefficient of variation (CV) be used in non-normally distributed data?
I am trying to compare the variability of SpO2 values within a specific time frame from different patient groups. These values are non-normally distributed (negative skew). Is it still possible to use ...
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How much of the variation in X*Y is explained by the variation in X?
I would like to determine what percentage of the variation in XY is explained by the variation in X and Y individually. In other words, is there a metric of variation for which unknown_var_metric(XY) =...
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Proof of how to calculate the coefficient of variation of a nonlinear function
I'm struggling to find the proof of Eq. D.14b shown in the figure below:
The variable $b$ represents the “Least Squares” best-fit to the slope between $r_e$ and $r_t$ which both depend on $X_1$ to $...
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Rewriting coefficients of a regression
We are interested in the variable $\alpha_1$, in the equation
$
y_{iv1}=\alpha_0 + \alpha_1group_v+x_ia_x+ \gamma y_{iv0} + \epsilon_{iv1}
$
Where $y_{iv1}$ is a dummy variable, and $x_ia_x$ denotes ...
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Sample of rates: mean, standard deviation, coefficient of variation
A performance test of a software application measures the maximum rate (operations per second), which this application can handle. The test is repeated multiple times each iteration yielding the ...
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Comparison of Coefficients of Variation (CVs)
I have to compare the variability of measures between 2 groups (geographical regions).
Each group consists of a limited number of elements (i.e., the number of districts of each region); hence, a ...
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How to calculate coefficient of variation on cube or square root transformed data?
I transformed data to be normal using a cube root transformation. When I try to calculate the coefficient of variation I have tried back transforming the mean and sd (i.e., raise it to 3 "x^3&...
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Which variation estimate to prefer: SD, geomSD, CV?
I have a case where we see regional disparities in median received services. Services is a lognormally distributed variable. Plot is based on a lognormal model, examining y and sigma.
You can see that ...
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Decomposing the coefficient of variation into within- and between- group components
I know that the variance can be decomposed into within- and between-group components.
Let $Y$ be a vector and $Y_{i}$ and be a subgroup of $Y$ and we have $I$ subgroups, then
$Var_{T}(Y)=Var_{W}(Y)+...
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Error Propagation and CV?
I would like to know if someone can help me with basic statistical questions, please.
I read in many documents on the internet that if I want to calculate the mean of two values, where each value has ...
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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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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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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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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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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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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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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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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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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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