# Questions tagged [dispersion]

This tag is very ambiguous. Dispersion is a general term for how spread apart values are. For questions related to disease dissemination content, use the tag epidemiology. For other meanings of dispersion consider using a related tag or creating a new one.

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26 views

### Significant dispersion test

I used DHARMa for my residual diagnostics. For two models, the dispersion test is significant even though the rest of the diagnostic output looks good. I am wondering if both my models are correct ...
18 views

### Which is the right measure of dispersion to be used as a proxy for risk for a fat tail distribution?

Which is the right measure of dispersion to be used as a proxy for risk for a fat tail distribution ? Standard Deviation, Mean deviation, Value at risk, what else?
34 views

### Finding the distribution of [F; X]

I need to find the distribution of \begin{bmatrix}F\\X\end{bmatrix} where = (F1, F2, X1, X2, X3)^T This is the solution to the problem: I don't really understand the part of $D([F; X])$. Why there ...
15 views

### Is it possible to perform negative binomial regression with known theta?

Is it possible to perform negative binomial regression (in python, R) where you can supply a known value of theta? Say I want to compare different negative binomial regression models, the changing ...
17 views

### Dispersion parameter of exponential family (phi) in glmer

I need to extract of a glmer adjust the dispersion parameter (phi) for Gamma and Inverse Gaussian. I know the relation phi=1/sigma^2, however, the glmer summary gives a different sigma: "sigma: ...
23 views

### Test homogeneity of multivariate dispersion with regard to the Modified Raup-Crick Metric

Please find a citation for the modified Raup-Crick Metric below Modified Raup-Crick Metric (Chase et al. 2011 As an extremely brief review, this metric generates a dissimilarity matrix containing ...
17 views

### burstiness in time data

So i have time of arrival data like this: time of arrival = [1,1.5,1.6,1.7,1.8,3,4,6, 8, 9, 10] we can see that there is a burst between 1.5s and 1.8s. i have already tried to create a plot of ...
43 views

### Measuring “regularity” of musical timing

Apologies if the term regularity is improper, I cannot find what the actual term I am looking for is. I'm looking for a method for calculating how "regular" rhythms are for musical notes. ...
99 views

### Description (dispersion) of dates

I'm working on an R package which does an automatic description of datasets (here if you ever want to check it out). For now, the default behavior of the package is ...
27 views

### Measures of spatial dispersion

I have a series of data points in R^3. I am considering different measures of the spatial dispersion of these points. I have noticed something interesting. I have considered two different measures ...
53 views

### Vector-valued estimators, intuitively why $var(\widetilde{\beta})-var(\widehat{\beta})$ being p.s.d. means $\widehat{\beta}$ more efficient?

For two scalar unbiased estimators $\widehat{\alpha}$ and $\widetilde{\alpha}$, we know that if one has smaller variance, then we say it is more efficient, which intuitively means that this estimator ...
35 views

### Why do we need F test of two variances if we have the Ansari-Bradley test?

I just read that the Ansari-Bradley test is a test of stochastic equality of two variances regardless of any distributional assumptions. If it is so flexible, why do we even need the F test? I am ...
24 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 ...
22 views

### Mean and variance and special distribution of events

A hospital Accident and Emergency (A&E) department receives an average of 6 ambulances an hour. It can process patients in 30 minutes, but if it receives more than five patients in 30 minutes, ...
215 views

### Concept of a z-score for a gamma distribution

This is a somewhat general question. For the normal distribution we have the handy concept of the z-score that can be used to measure distance from the mean in a standardized way. I've encountered a ...
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### Negative Binomial GLM confusing effect on p value of model by changing theta

I am interested in generating a p-value for two small groups of count based data that I believe to show overdispersion. The groups are for example: ...
24 views

### Metric for dispersion that corrects for sample size

I'm looking for a metric to measure dispersion of a set of points in 2D (or higher dimension) space. This post gives some examples, such as the sample mean of all points to be the center point and ...
256 views

### GLM Tweedie dispersion parameter

I am running a tweedie regression and I need to get the dispersion parameter(phi). Here a simple R code: ...
62 views

### Is “dispersion” a parameter in Gaussian glm?

Let do a simple glm in R: > y=rnorm(100) > gnul <- glm(y ~ 1) > gnul\$coefficients (Intercept) 0.1399966 However, of course, as the distribution is ...
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### Looking at two PDF plots, is it possible to guess which distribution has a greater Gini coefficient?

By observing the PDF of two different distributions over the same support (as in the image), is it possible to infer which PDF describes the distribution with the greater Gini coefficient? I assume ...
19 views

### Test or measure for “stability” of dispersion in many samples

I'm looking for a way to quantify if a variable has a "stable" dispersion over many samples. More precisely, I have approximately 1000 subjects, each with 50 observations of the variable. The mean ...
98 views

### High-dimensional dispersion statistic

I'm looking for a metric of dispersion for data in a high dimensional space (say, 70 or so components). The idea is that my data has several groups that I suspect are similar within some or many of ...