Questions tagged [variability]

Variability or dispersion describes how a variable's values are spread out or compressed.

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Variability and mean

I am working with future climate change scenarios and I end up with this question. Is it expected from a statistical perspective that a change in the mean goes hand-in-hand with a change in the ...
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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 ...
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How to know which group out of multiple has higher variance?

I am looking at different species of plants are established in different locations with different environmental variables. I want to see if some species are established in locations with wider values ...
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Comparing within/between class variability in two multivariate datasets with LDA

I am working on comparing two different sets of image descriptors (or features), set A and set B (of equal dimension N, and with standardized feature values), for a multi-class image classification ...
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Summarizing variability across multiple sequences of time-series data (probably simple but I don't know)

The data is pretty simple - I've got multiple trials of time series force data. In each trial, there's a constant mean (dictated by a simple variable, in this case object mass) that differs between ...
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How variability with different data densities could affect comparisons among environmental variables

I have several sets of data continually measured and recorded by instruments. The periods of record are 30+ years and the frequency of measurement can be every 5, 10, 15, or 30 minutes (288, 144. 96, ...
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What is the frequentist interpretation of uncertainty vs. variability?

I have been reading Begg, Welsh, and Bratvold (2014), which is an excellent and lucid discussion of the distinction between uncertainty and variability (from a petro/geostatistics perspective). The ...
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Calculating the degree of variability of a continuous variable

I found the term of "degree of variability" from a academic paper. It seems to be used to determine the cutoff of a continuous variable. The most drastic change point was used as the cutoff. ...
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How to intepret the second raw moment

I know the second raw moment is defined as $E(X^2)$, for $X$ being a random variable drawn from any distribution or a given large data sample. I also know that based on variance decomposition, ...
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repeated measurements needed for certainty [closed]

A bit of a silly question. We have a model, which can be described as y = M(x) + some significant levels of noise. We see that if we repeat the measurements of y N times, we can see a clear ...
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Measures of variability that do not depend on the sample size

I want to compare the range of scores across two samples with differing sample sizes. The usual measures, standard deviation (SE), standard error (SE), and variance all depend on sample size, with n ...
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How to score daily variability with categorical variables?

Currently working on data from daily measurement, I would like to score variability/changes in the context of the individual from one point of measure to another one (identify whether context was the ...
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Hierarchical models and estimating a variable that has both within- and between-group variation

I'm interested in understanding how to estimate whether individual variation or group-level variation is responsible for variation in individual-level outcomes. For a working example, consider ...
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Intrabatch variabilty estimated from pooled SD and confidence intervals

I would like to calculate intrabatch variability of parameter A, which is normally distributed. I have data of 50 batches (the same process), for each batch I have one representative sample with ...
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How to determine normal variability and understand whether other values may be clinically relevant?

I have been examining asymmetry in a new measure of brain pathology in a large sample of 300 clinically normal individuals. Many of these variables are normally distributed, some have a bit of a skew ...
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Standard deviation of X compared to 1-X, a problem related to utilities and statistical decisions

In health economics, a utility $U$ is defined as 1 = perfect health and 0 = death, though it is possible to have utilities $<0$ for conditions worse than death. Theoretically, $U$ is therefore in ...
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Using random effects for a between-subjects variable to assess variability in a mixed model

I want to use a mixed model to test random effects for between subject factors. Similar questions have been covered before, with answers that it can be done using lme4. (See here and here for some ...
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How to measure variability of categorical time series?

I have a list of categorical variable time series. For example A, A, A, A, A, A, A, A, A A, B, C, A, B, C, C, C, A A, Z, D, X, Y, T, A, A, F C, D, C, D, C, D, D, C, C A, A, A, A, B, A, A, A, A A, A, ...
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Accuracy of MLE

Hi I have a question related to MLE. Consider a simple linear regression model: y = a + b*x + u Here, if the regressor X has small variability, the OLE estimator could be inaccurate. My question is ...
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Market Analysis?

I am currently working on a personal project where I am trying to analyse a small mmorpg marketplace. I have access to the average price and the quality moved for every item, every three hours (going ...
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Optimal amount of variability in predictor variables?

Is there a documented reference range for how much variability is optimal for predictive models? Or how much is too little and how much is too much? In some of my data I have a few variables that ...
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Formal language for describing variability of a random experiment

I have a random experiment with its probability space $(\Omega, \cal{F}, P)$ but no random variable defined over it. Is there any formal language for describing the variability of the random ...
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Test for significant difference from zero

I have a set of actor's activity coefficients for different subjects for every day in a given time range, which looks like this: ...
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Informational value of R squared and correlation? [closed]

Taleb has previously undermined the typical interpretation of correlation with regards to the informational value it carries, showing how the uncertainty is reduced in a non-linear fashion. With ...
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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 ...
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Time series Variability

How to understand variabilty between output and input variable, can someone help me in understanding how mean, variance and sd will help in identifying relation between them. I have added a glimpse ...
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What model to use to evaluate whether the "variability" of one variable is determined by the "variability" of other variables?

I have observations taken for four subjects at a number of points/locations. The data is formatted similarly to as below: I am not directly interested in the impact that a predictor has on the ...
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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 ...
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Measure for variability of proportional data

I have a list of expected values (E) for the proportions of 20 amino acids in protein sequences.In a particular set of protein sequences these proportions differ from the expected values. In a subset ...
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Understanding partial autocorrelation (PACF) and variability

A strong positive partial autocorrelation of lag 1 means that an observation is highly correlated with its previous observation whereas a near zero PACF indicates no correlation. Does that mean that ...
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How to calculate the variability of proportions?

I need to find the proper sample size, and I have found formula in the Stanford lectures. But I can’t understand what the “variability” of proportions means in this case. Consider two proportions : ...
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Why we try to capture variability?

I am new to Statistics and I have a Mathematics background. In Statistics, particularly in Linear Regression and Principal Component Analysis (PCA) so far what I have understood is that the main idea ...
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Measuring relative variability for variables with different scales II

I'm reformulating this question to see if I might have better luck than OP did at encouraging a response. Consider that you have two univariate datasets at different scales, and need to establish ...
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Ways of visually comparing variance of data [closed]

I have a dataset containing 8 categories, I now want to visually compare the variance between the categories. The most common approach would be to use box plots or violin plots but I would like to ...
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Variability of positive and negative values

I'm interested in variability of postural changes in blood pressure. From a lying to standing position, blood pressure can fall or rise. In my dataset, I have 4 measurements of postural changes over ...
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If we change only one value of a data set, will the mean absolute deviation behave in the same way as standard deviation?

I took the new data as b and the data removed as a and calculated the new mean and used that to find the new mean and deviation in terms of the old. But it gets too complicated and there is no way to ...
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what to say about low variability

I did a survey and 4-point likert scale and most of survey participants responded “Agree” or “Strongly Agree” and that made low variability in the summated scale scores, what can I write for the ...
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Variability in categorical variables while reducing dimensionality

If a dataset has a variable with categorical values (A, B, C, D, E, F), would converting them to numeric and breaking them down into separate columns (for example, column A that will have 1s for all ...
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Is there any universal criterion for small vs. large variability?

Is there any universal criterion that permits to say that there is small or large variability? For example, I plan to conduct an experiment. I would like to say that if obtain small variability, I ...
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How are mean results on benchmark obtained when training neural networks?

In most neural network papers, networks are trained on a known database where state-of-the-art performance is known ("benchmark"). Whatever metric is chosen to illustrate the network's performance, ...
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What problem or game are variance and standard deviation optimal solutions for?

For a given random variable (or a population, or a stochastic process), mathematical expectation is the answer to a question What point forecast minimizes the expected square loss?. Also, it is the ...
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Good metric for describing relative variation of data

I am measuring the energy consumption and runtime of computer programs and would like to select a subset of the programs that have stable energy / runtimes. Each program is ran 10 times and I measure ...
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Average variability of small data set

I have data for 300 devices and each device has been tested a different number of times so some devices have 2 data points and some have 8. For example, one device scored 5, 6.5, 6.5, 6, 6, 6 whilst ...
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Measuring how "changey" a time series is over time

I am currently working with a medical dataset which among other things contains data on usage of certain instruments as well as power levels. I am attempting to monitor how "fidgety" a care provider ...
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2 votes
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What can be used to evaluate "variance" of samples of categorical data?

Suppose you are drawing samples from a population of categorical variables. Given samples s1 and s2, I want to calculate an index that would tell me how close I am to the ideal situation where all ...
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Difference of variability and its significance

I am quite new to statistics and I am trying to interpret a result I found in a medical study. Specifically, I want to know what methods they used so I can reproduce those in an analysis of a study of ...
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comparing time-series variability

I have consecutive measurements of two different phenomena (x and y) on the same subject, giving me a collection of time-series x_ik(t) and y_ik(t), where i is the i-th measurement and k is the k-th ...
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Significance test on interobserver variability

I am pretty new to statistical testing. So here is my (completely revised) problem: I have n observers reading the same m datasets consisting of k parameters. For every parameter $k_i$, I therefore ...
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Model stability and variability

I am using polynomial regression to predict mean occupancy in a hospital unit using average length of stay (LOS) and arrival rate to the unit. I am using different percentages of training sets to ...
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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 ...
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