# 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 "...
36 views

### 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 ...
33 views

### 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 ...
26 views

### 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 ...
1 vote
41 views

### 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 ...
55 views

### 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 ...
1 vote
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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 ...
18 views

### 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 ...
41 views

### 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 $\beta_1$?
1 vote
152 views

### 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: ...
2k views

### 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%...
341 views

### 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 ...
1 vote
129 views

### 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 ...
1 vote
312 views

### 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 ...
43 views

### 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 ...
27 views

### 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 ...
579 views

### 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: $\text{explained variance} (y,\hat{y})=1-\frac{Var\{y-\hat{y}\}}{Var\{y\}}$ ...
189 views

### 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,...
220 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...
244 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 ...
628 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 ...
170 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 ...
1 vote
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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 ...
97 views

### 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. ...
1k views

### 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 ...
1 vote
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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?
1 vote
578 views

### 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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### 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 ...
582 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 ...
1 vote
74 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 ...
121 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 ...
1 vote
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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 ...
242 views

### 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 ...
606 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)...
214 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 ...
170 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 ...
622 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 ...
1k 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 ...
1 vote
743 views

### 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 ...
1 vote