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.

Filter by
Sorted by
Tagged with
0
votes
0answers
17 views
+50

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, ...
1
vote
1answer
24 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 $\mu$ (...
0
votes
0answers
16 views

Calculating calm market [closed]

I want to find when the market is calm. By calm I mean that it shouldn't go up or down. Instead, it should stay inline or close to inline. For this reason, I'm trying to calculate the standard ...
0
votes
0answers
19 views

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 ...
0
votes
0answers
11 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 ...
0
votes
0answers
14 views

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 ...
0
votes
1answer
13 views

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 ...
1
vote
0answers
16 views

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 ...
0
votes
0answers
22 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 ...
0
votes
1answer
59 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^...
1
vote
1answer
75 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: $\mu_B = 10$, $\sigma_B = 1$. ...
1
vote
3answers
110 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 ...
0
votes
0answers
15 views

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 "...
1
vote
2answers
53 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 ...
0
votes
0answers
11 views

How should I compare variability across repeated measures in a single trial vs variability across measurements across repeated trials?

I have collected some data from different subjects in 2 different ways. In the first way, each subject performed one long trial, I segmented the data captured and and calculated a variable value for ...
4
votes
1answer
98 views

Coefficient of variation of correlation values

I have the following problem that I am not sure of whether I treat it correctly: I run repeated simulations, where the output of a single simulation replicate is a single correlation value. The ...
0
votes
1answer
46 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 ...
0
votes
0answers
24 views

Coefficient of variation and residual standard deviation

From my knowledge, coefficient of variation and residual standard deviation are highly correlated. Such that if we find a significant change in one, we will find a significant change in the other. In ...
0
votes
0answers
24 views

is coefficient of variation better measure of highly variable features?

I am trying find highly variable features (genes in my data) for downward consensus clustering analysis. I have used variation, median absolute deviation and coefficient of variation (CV) for finding ...
1
vote
0answers
241 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 ...
33
votes
7answers
117k views

How to interpret the coefficient of variation?

I am trying to understand the Coefficient of Variation. When I try to apply it to the following two samples of data I am unable to understand how to interpret the results. Let's say sample 1 is ${0, ...
0
votes
1answer
649 views

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 ...
0
votes
0answers
40 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 ...
2
votes
1answer
1k views

Coefficient of Variation with Population Median

I have 2 non-normal population datasets where the median is a better measure of central tendency. To compare the spread of these 2 populations, can I calculate the coefficient of variation (CV) with ...
2
votes
2answers
96 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? ...
0
votes
1answer
310 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 ...
0
votes
0answers
222 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 ...
2
votes
1answer
205 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, ...
0
votes
1answer
808 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 ...
1
vote
0answers
14 views

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 ...
1
vote
0answers
15 views

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 ...
1
vote
0answers
16 views

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 ...
1
vote
0answers
508 views

How to calculate relative error of a random variable?

This maybe a naive question, but I found two ways to calculate the relative error, one is common and another is from the papers I read. Assume that the exact number is $n$, and the estimated number ...
3
votes
1answer
1k views

Coefficient of variation of the product of a random variable and a constant

I have a random variable $X$ and I need to calculate the coefficient of variation ($\text{CV}$) of the product of a constant, $c$, and $X$. In other words $\text{CV}(X \cdot c)$. To do this I can ...
0
votes
1answer
129 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 ...
2
votes
1answer
3k views

Good ICC, bad CV or vice-versa, how to interpret?

I am studying the reproducibility of different methods using the Intra-Class Correlation (ICC) and the Coeficient of Variation (CV). Some methods are presenting an excellent ICC (~.90) and a poor (for ...
0
votes
0answers
894 views

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 ...
1
vote
0answers
101 views

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 ...
0
votes
0answers
29 views

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. ...
1
vote
0answers
43 views

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}} $...
1
vote
0answers
18 views

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 ...
1
vote
0answers
13 views

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 ...
1
vote
1answer
27 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 ...
0
votes
1answer
79 views

Coefficient of variation values?

I'm doing an assignment on which I'm analyzing a data sample of roughly 1400 soccer players from Europe and I'm not sure how to interpret the coefficient of variation, to be honest. For instance, ...
0
votes
0answers
50 views

How to compare annotations by two groups?

I have two groups of test persons that manually created multiple annotations for different underlying, unknown values (each person created multiple annotations). I'd like to find a statistical test ...
2
votes
1answer
95 views

Comparing variability of measures across time

I am working with some data where I have measurements for two outputs (Output A and Output B) for 5 participants in an experiment. Each of the 5 participants have both their Output A and Output B ...
4
votes
2answers
6k views

Can we use a coefficient of variation as a statistic for testing homogeneity of variance?

There are well-known HOV tests, for example Levene's, Brown-Forsythe's, Bartlett's available in SAS and R. But $C_v$ also deals with dispersion, can we use it to understand the degree of HOV? July ...
0
votes
0answers
19 views

Coefficient of Variation across Prediction Intervals

I've run into an odd problem that I have a simple answer to but would like to know if there's something deeper to it. I have a data set with 7 observations, each with 2 variables (X,Y). I then run a ...
0
votes
0answers
58 views

Handle data with high variation

I'm analyzing som product data that shows sells over the past day, week and month. In some cases I have a very high number but in most cases this number is quite low, and this is affecting quite a lot ...
2
votes
1answer
5k views

“covariance” , “covariate”, “coefficient of variance”?

Could you please explain what is the difference of these "covariance" , "covariate", "coefficient of variance"? I would appreciate example from biology if possible