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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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Apportionment of variation

I have a dataset of hundereds of thousands of websites (categorical) with their CO2 emissions per request (quantitative) along with the data centre they're hosted in (categorical), and whether those ...
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Combining Variation and Uncertainty from Replicate measurements

I have 3 measurements from 3 independent experiments {m_1, m_2, m_3}. I have another 3 measurements that are used to scale the m measurements {n_1, n_2, n_3} from the same experiment (different from m)...
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Sample size and coefficient of variation [closed]

I would like to know a relationship between sample size and coefficient of variation (CV). CV is defined as the ratio of the standard deviation to the mean. Could we say "smaller sample size ...
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Is Coefficient of Variation a valid measure of relative efficiency?

I'm wondering if it is always valid to use Coefficient of Variation (CV) to determine relative efficiency of parameter estimators, and to compute statistically equivalent sample sizes based on that ...
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How small coefficient of variation should be accepted for dependent variable and how does it affect linear regression?

I was wondering what happens to a linear regression model if the coefficient of variation of $Y$ variable is small. Also, what is considered as "too small CV"? What is the minimal accepted ...
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How to compare two distributions of Coefficients of Variation?

For my master's thesis (machine learning) I am studying the effect of using a certain type of classifier on the stability of feature importance techniques (SHAP & LIME) under different levels of ...
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what will be the coefficient of variation?

Suppose, Average rate of return on stock = -10%, Standard deviation on return = 30% What will be the coefficient of variation (CV) on this case?
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Discrepancy Between Theoretical and Empirical Coefficient of Variation in Log-Normal Distribution

I'm exploring the properties of log-normal distributions and came across a formula (e.g., here) stating that the coefficient of variation (CV) of a variable $X$ following a log-normal distribution is $...
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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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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 ...
Andrea Nerla's user avatar
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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 ...
Harris Bolus's user avatar
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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%...
Ahmed Khalid's user avatar
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1 answer
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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 ...
Giuseppe Biondi-Zoccai's user avatar
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1 answer
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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 ...
Peder Holman's user avatar
1 vote
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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 ...
Johannes Wiesner's user avatar
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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,...
Chukwudi Ogbonna's user avatar
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262 views

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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1 answer
286 views

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 ...
Winston Campeau's user avatar
4 votes
3 answers
729 views

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 ...
Aep's user avatar
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198 views

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) =...
Joseph's user avatar
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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 ...
Niklas Peter's user avatar
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171 views

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 ...
M. Vande Velde's user avatar
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92 views

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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39 views

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)+...
Ben's user avatar
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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 ...
Susan's user avatar
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3 votes
1 answer
712 views

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 ...
edge-case's user avatar
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1 vote
1 answer
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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 ...
Olivier D.'s user avatar
1 vote
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171 views

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 ...
bliswell's user avatar
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48 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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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 ...
Anik Dutta's user avatar
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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)...
Anik Dutta's user avatar