Questions tagged [variability]

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

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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 ...
62 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 can’t understand what the “variability” of proportions means in this case. Consider two proportions : ...
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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'...
148 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 ...
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How to test whether variability between subjects (repeated measures) is significant or not?

I have resting state fMRI data of 77 subjects. For each subject, there are (let's say) 10 regions of interest, and for each region, 50 measurements (time-series). I am trying to compare the ...
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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 ...
697 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 ...
58 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 ...
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Maximum Possible Variation Ratio

When calculating the maximum possible variation ratio for a variable, what does k represent? Bachman and Paternoster (2017, p. 107) define the variation ratio as: ...
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How do I interpret this PCA plot made in R? [duplicate]

I am very new to PCA, and I understand that principal components 1 and 2 account for most of the variability in my data, but how can I make statements about my variables and their influence on each ...
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intra rater variability

150 raters from 30 different centres inside 10 geographical region (so 3 centres from 10 regions and raters from each centre) grade 10 images twice on an ordinal scale. How can I calculate intra ...
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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 ...
74 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 ...
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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 ...
48 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. ...
164 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 ...
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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 ...
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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 ...
189 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 ...
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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 ...
917 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 ...
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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., ...
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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 without ...
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Is the variability index valid for the Pareto distribution

The Pareto distribution is defined from the CDF: $$F^{-1}(p) = \frac{b}{(1 − p)^{1/a}},\ 0 < p < 1,$$ where, $b$ is the scale parameter and $a$ is the shape parameter. In the Gaussian ...
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how to quantify variation in continuous outcome for samples matched on continuous predictor

I have a data consisting of about 2 million cases. Cases are scored on some (overdispersed) predictor we'll call "employee performance." I would like to match or pool cases with the same score or ...
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An estimator for the amount of change in a time series

I have data like this: ...
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Proportion of explained variability of a single level of a variable?

I have a dataset with one dependent variable and several independent categorical variables. I want to explore the amount of variability each of the independent variables explain in the dependent ...