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
35
votes
7answers
125k 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, ...
18
votes
3answers
12k views

Maximum value of coefficient of variation for bounded data set

In the discussion following a recent question about whether the standard deviation can exceed the mean, one question was raised briefly but never fully answered. So I am asking it here. Consider a ...
12
votes
3answers
6k views

Intuition and uses for coefficient of variation

I'm currently attending the An Introduction to Operations Management course in Coursera.org. At some point in the course, the professor started to deal with variation in the operations' time. The ...
5
votes
2answers
1k views

How to quantify variation within one experiment?

Given a couple of measurements I get by running an experiment, I need to express the fact that they are similar to some extent. So, I computed their coefficient of variation, i.e., stdev/mean. Here ...
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 ...
4
votes
1answer
159 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 ...
4
votes
0answers
8k views

What does a squared coefficient of variation signify?

The coefficient of variation is defined as the ratio of S.D to mean, a dimensionless number which on multiplication by 100 gives the percentage of dispersion with mean. But when we square this ...
3
votes
2answers
3k views

Ratio of standard deviation to mean

Let's say that we have a confidence interval like this: µ ± σ, where σ is the standard deviation and µ is the mean. I want to know if the ratio σ/µ has any interpretation? Does it mean anything if we ...
3
votes
1answer
6k 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
3
votes
2answers
1k views

Using coefficient of variation as the DV in OLS regression

I would like to analyze income mixing in the neighbourhoods of a group of cities. One way to think of neighbourhood income mix is as the spread of incomes found in a neighbourhood. I have census ...
3
votes
1answer
228 views

Question about squares of the coefficients of variation

Suppose that $X$ is a random variable with any distribution that takes only positive values. Can the following inequality hold for constants $c_2 >c_1 >0$? $$\text{Var}(Z^{c_2})/\text{E}[Z^{...
3
votes
1answer
316 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, ...
3
votes
1answer
3k views

How to tell a coefficient of variation (C.V.) is high?

I have a group of data series which contain hundreds of values. I've calculated the C.V.s of these data series, but I don't know how I can recognise if they are high or low according to the C.V. ...
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 ...
3
votes
0answers
104 views

What is the proper method for calculating the Coefficient of Variation of a rate?

I have been asked to evaluate the variation between movement rates of fish within different systems (rates are in km/day). I have between 25-100 samples in each system. I understand that when ...
3
votes
0answers
196 views

Comparing variation of two datasets of dimensionless quantities

I have a biological dataset in which we measured two dimensionless quantities $x$ and $y$. Let $X = \{x_1,\dots,x_N\}$ and $Y = \{y_1,\dots, y_N\}$ be the vectors holding this data. I want to argue ...
3
votes
0answers
2k views

Cut off values of the coefficient of variation in determining whether to include/exclude a sample

I'm fairly new to statistics and could use some advice. I have 70 blood serum samples that have had metabolite concentrations tested twice. (Same blood draw, different test dates). I calculated the ...
3
votes
0answers
886 views

Statistical comparison of data dispersion between two groups

I was trying to find a suitable way to compare the relative data dispersion between two groups and also to investigate if they are statistically significant. During the last weeks, I have searched a ...
2
votes
2answers
317 views

understanding variation of data and visualization

1) What is the threshold or measure to say that the variation of data is high? Typically we say high or low variation by comparing with another data set. But there is only one data set. 2) We can use ...
2
votes
2answers
4k views

Size of the data set for measuring variation

This might be a simple question but I am unable to find a solution on the web. I would like to measure variation of some numerical data. What is the minimum number of values I should use for measuring ...
2
votes
2answers
105 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? ...
2
votes
1answer
4k 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 ...
2
votes
1answer
552 views

Combining two estimates

The number of participants in a particular sport in the USA in 2014 was estimated by a research group at 3,000,000. This estimate came with a standard error. The number of hospitalizations associated ...
2
votes
1answer
100 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 ...
2
votes
1answer
2k 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
0answers
12 views

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 ...
2
votes
0answers
27 views

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 ...
2
votes
1answer
61 views

What is the most meaningful method to test whether two versions of the same measuring tool are producing consistent results?

I have got myself confused as to what method will best tell me whether the results from two measuring devices are producing the same results. Basically the subject will wear two devices while ...
2
votes
0answers
1k views

Proper use of the coefficient of variation [duplicate]

I have a variety of samples, each with a different standard deviation and mean. The coefficient of variation $CV$ = ${\sigma} / {\mu}$ defines the amount of variation in a population or sample around ...
1
vote
3answers
205 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 ...
1
vote
1answer
630 views

How to report a high standard deviation (coefficient of variation)

I have performed a small pilot study in order to investigate whether my experimental method produces lesions of a consistent size between animals. The mean and standard deviation of lesion volume was ...
1
vote
1answer
178 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
2answers
103 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 ...
1
vote
2answers
81 views

Is coefficient of variation appropriate here?

I am in charge of a large number (100+) of batch computing processes and I am looking for a way to quickly identify which of the processes are 'healthy'. The processes run every day and a duration ...
1
vote
1answer
494 views

Coefficient of variation question?

Is it appropriate to compare the coefficient of variation between discrete (e.g., clutch size) and continuous data (e.g., egg width)?
1
vote
1answer
31 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 $\mu$ (...
1
vote
1answer
29 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 ...
1
vote
1answer
1k views

Comparing coefficient of variation

I have three sets of data sets each 10 to 20 data points. I want to test if the coefficient of variation is the same across all the sets. Please suggest relevant methods. I came across papers by ...
1
vote
1answer
208 views

How to find Coefficient of Variation with E(X), E(X^2) and sample size?

Given E(X), E(X^2) and sample size. How do I find Coefficient of Variation? Variance = E(X^2) - E(X)^2 sd = square root of variance Coefficient of Variation = sd / E(X) however, with the values ...
1
vote
0answers
30 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 ...
1
vote
0answers
34 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
0answers
23 views

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 ...
1
vote
0answers
16 views

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 ...
1
vote
0answers
17 views

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 ...
1
vote
0answers
30 views

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 ...
1
vote
0answers
31 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, ...
1
vote
0answers
35 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 ...
1
vote
0answers
486 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 ...
1
vote
0answers
17 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
18 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 ...