Questions tagged [variability]
Variability or dispersion describes how a variable's values are spread out or compressed.
89
questions
1
vote
1answer
35 views
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 ...
0
votes
1answer
27 views
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 ...
0
votes
0answers
16 views
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 ...
0
votes
0answers
21 views
Can the extent of variability within a dataset be reflected through clustering?
As an example: I need to compare the extent of variability amongst houses belonging to 4 different architectural eras - I want to see how different the houses are within each group and then compare ...
1
vote
1answer
19 views
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 ...
0
votes
1answer
38 views
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:
...
5
votes
1answer
139 views
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 ...
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 ...
0
votes
0answers
14 views
Testing for differences in water temperature variability of three sites
I believe this should be a very easy problem to solve but I can't seem to resolve this myself. I have water temperature data of three sites. Temperature was logged every 30 min for ca. 2 years. I am ...
0
votes
0answers
9 views
Assessing variability in a repeated measures study
I want to assess technical variability/dispersion between several same-subject measurements (i.e which groups have more variability):
My data consists of a set of cases (with age and sex variables) ...
0
votes
0answers
126 views
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 ...
2
votes
0answers
16 views
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 ...
1
vote
3answers
315 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 ...
2
votes
0answers
44 views
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 ...
1
vote
1answer
105 views
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 ...
0
votes
0answers
237 views
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 canāt understand what the āvariabilityā of proportions means in this case.
Consider two proportions :
...
1
vote
0answers
153 views
Confidence interval for population variance and chi-square distribution [closed]
At present, i am reading the e-book by Robert L. Mcdonald(Professor of Finance,Northwestern University's Kellogg school of Management) named $"Derivatives Markets" 3rd Edition.$ In that book, I didn'...
5
votes
3answers
215 views
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 ...
2
votes
0answers
110 views
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 ...
1
vote
3answers
781 views
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 ...
0
votes
0answers
277 views
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 ...
4
votes
1answer
52 views
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 ...
0
votes
1answer
17 views
what to say about low variability
I did a survey and 4-point likert scale and most of survey participants responded āAgreeā or āStrongly Agreeā
and that made low variability in the summated scale scores,
what can I write for the ...
0
votes
0answers
21 views
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 ...
0
votes
0answers
33 views
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 ...
2
votes
0answers
31 views
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, ...
9
votes
1answer
151 views
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 ...
1
vote
0answers
19 views
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 ...
1
vote
0answers
83 views
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 ...
0
votes
0answers
44 views
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 ...
0
votes
1answer
1k views
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 ...
0
votes
0answers
22 views
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 ...
0
votes
0answers
449 views
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 ...
1
vote
0answers
55 views
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 ...
2
votes
1answer
893 views
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 ...
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 ...
7
votes
1answer
1k views
Confidence Interval Widths as Measure for Variability
I would like to know to which degree the width of a confidence interval can be used as a measure of variability of a statistic.
For instance, the confidence interval for the mean is given by $[\bar{x}...
1
vote
2answers
69 views
Accounting for spatial clumping when determining the variability of a sample
I am looking for a way to account for the spatial clumping/clustering/ in my data.
My data comes from 50m line transects. For each transect I recorded the grass height at 2m intervals, giving me 25 ...
2
votes
1answer
93 views
measures of sequential variation
I have psychological data that consists of series of binary choices (e.g., 1001010101) made by research subjects, where 1 and 0 reflect two different options that can be chosen.
Are there any known ...
1
vote
0answers
57 views
Distance between distributions with emphasis on tail
I'm creating PDFs of rainfall observations, and I've got six years of data. I'm trying to see if small changes in some model parameters create PDFs that are significantly different than what I'd ...
2
votes
0answers
67 views
Assumptions on the Levene's test
I'm trying to conduct the Levene's test for 10 non-normal samples to study an eventual heteroscedasticity. I was trying to justify my applying of this test, but I can't find it's clear assumptions. ...
1
vote
1answer
292 views
When it is a good idea to average data to reduce variability?
I have 4 responses per day from animals, at different points of the day (morning, afternoon, etc).
My data is marred by a lot of variability, since the nature of the response is such that while some ...
5
votes
2answers
4k views
Interquartile range exceeds the median
What can one infer about the dispersion of a dataset when the interquartile range exceeds the median? Does this always indicate a large degree of variability? Are there any other summary statements of ...
1
vote
0answers
70 views
What type of statistical test can be used to compare multiple sets of data
I have attached a picture of my data plot to hopefully clarify what I'm trying to do. The data is pH adjustment of samples, the left most grouping is the pH curve of one set of samples with the ...
0
votes
0answers
245 views
How to compare coefficients of variation for lognormal data?
I want to compare the variability of two log-normal samples. They are being summarized as Coefficient of variations (CVs) and I want to test if one sample's CV is different from the other's.
To ...
0
votes
1answer
132 views
Pairwise distance as measure of variability
This is probably a naive question...
Why do we use something like standard deviation to measure variability, as opposed to something based on the difference between all pairs in a sample?
In other ...
7
votes
2answers
2k views
Variance/standard deviation versus interquartile range (IQR)
Variance and interquartile range (IQR) are both measures of variability.
But IQR is robust to outliers, whereas variance can be hugely affected by a single observation.
Since variance (or standard ...
2
votes
1answer
116 views
How to measure the variability of a set of sets?
I have a set of sets and I want to assign a measure of variability to it. If all member sets are the same (e.g., S0={{a,b},{a,b},{a,b}}), the measure shall be 0. If some members are different (e.g., ...
1
vote
0answers
32 views
Can the variability of this multi-variate categorical data set be computed?
I have a set of Survey responses in the format shown below. I want to provide a mathematical measure of Variability to show "how different" the population is, but I'm not sure how to do so ...
1
vote
0answers
50 views
Is the variability index valid for the Pareto distribution
The Pareto distribution is defined from the CDF:
$$
F^{-1}(p) = \frac{b}{(1 ā p)^{1/a}},\ 0 < p < 1,
$$
where, $b$ is the scale parameter and $a$ is the shape parameter.
In the Gaussian ...
