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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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33
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7answers
116k 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, ...
17
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3answers
11k 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 ...
11
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3answers
5k 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
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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
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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
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1answer
90 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
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0answers
7k 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
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2answers
975 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
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1answer
227 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
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1answer
2k 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
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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
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0answers
96 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
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0answers
187 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
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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
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0answers
849 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
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2answers
2k 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 ...
2
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2answers
288 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
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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? ...
2
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1answer
4k 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
2
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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 ...
2
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1answer
198 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, ...
2
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1answer
93 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
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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
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1answer
60 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
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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 ...
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3answers
102 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
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1answer
549 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
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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 ...
1
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1answer
73 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: $\mu_B = 10$, $\sigma_B = 1$. ...
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2answers
51 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
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2answers
77 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
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1answer
478 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)?
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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 ...
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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 ...
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1answer
388 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 ...
1
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1answer
207 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 ...
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0answers
12 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
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0answers
217 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
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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 ...
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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 ...
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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 ...
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0answers
99 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 ...
1
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0answers
42 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}} $...
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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 ...
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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 ...
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0answers
13 views

Is there a statistic or metric that measures variation (or deviation from mean) in a time-dependent manner?

I am evaluating two time series. One has a larger Coefficient of Variation (CV) than the other. But I have also noticed that one of the time series has longer consecutive deviations from the mean. ...
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0answers
495 views

Is a gamma distribution adapted when the coefficient of variation is roughly the same across observations?

Each observation is a distribution of values. Computing the mean $\mu_i$ and standard deviation $\sigma_i$ for each observation $i$ showed that the coefficient of variation (CV) is roughly constant ...
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0answers
636 views

Alternative for coefficient of variation due to negative observations

I have several measurements of trees over time (different vegetation indexes). Each measurement is in a different scale, some also include negative values (e.g. NDVI). I need to compare the ...
1
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1answer
582 views

Reproducing Feltz and Miller's (1996) “Asymptotic Test for the Equality of Coefficients of Variation from K Populations”

I'm trying to compute the D'AD test statistic described in Feltz and Miller's (1996) Asymptotic Test for the Equality of Coefficients of Variation from K Populations. I'm attempting to use to R ...
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0answers
44 views

Different sample size calculations for variable and 1-variable

I am trying to use coefficients of variations ($CV$) to calculate sample size necessary to detect a difference of means ($\mu_0$ vs. $\mu_1$) for a variable that takes on values $x_i \in [0,1]$. I ...