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  2. Coefficient of variation - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_variation

    The data set [90, 100, 110] has more variability. Its standard deviation is 10 and its average is 100, giving the coefficient of variation as 10 / 100 = 0.1; The data set [1, 5, 6, 8, 10, 40, 65, 88] has still more variability. Its standard deviation is 32.9 and its average is 27.9, giving a coefficient of variation of 32.9 / 27.9 = 1.18

  3. Lorenz curve - Wikipedia

    en.wikipedia.org/wiki/Lorenz_curve

    A complete handout about the Lorenz curve including various applications, including an Excel spreadsheet graphing Lorenz curves and calculating Gini coefficients as well as coefficients of variation. LORENZ 3.0 is a Mathematica notebook which draw sample Lorenz curves and calculates Gini coefficients and Lorenz asymmetry coefficients from data ...

  4. Variance inflation factor - Wikipedia

    en.wikipedia.org/wiki/Variance_inflation_factor

    Then, calculate the VIF factor for ^ with the following formula : = where R 2 i is the coefficient of determination of the regression equation in step one, with on the left hand side, and all other predictor variables (all the other X variables) on the right hand side.

  5. McKay's approximation for the coefficient of variation

    en.wikipedia.org/wiki/McKay's_approximation_for...

    In statistics, McKay's approximation of the coefficient of variation is a statistic based on a sample from a normally distributed population. It was introduced in 1932 by A. T. McKay. [1] Statistical methods for the coefficient of variation often utilizes McKay's approximation. [2] [3] [4] [5]

  6. Index of dispersion - Wikipedia

    en.wikipedia.org/wiki/Index_of_dispersion

    In probability theory and statistics, the index of dispersion, [1] dispersion index, coefficient of dispersion, relative variance, or variance-to-mean ratio (VMR), like the coefficient of variation, is a normalized measure of the dispersion of a probability distribution: it is a measure used to quantify whether a set of observed occurrences are clustered or dispersed compared to a standard ...

  7. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    The delta method uses second-order Taylor expansions to approximate the variance of a function of one or more random variables: see Taylor expansions for the moments of functions of random variables. For example, the approximate variance of a function of one variable is given by

  8. Log-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Log-normal_distribution

    This term was intended to be analogous to the coefficient of variation, for describing multiplicative variation in log-normal data, but this definition of GCV has no theoretical basis as an estimate of itself (see also Coefficient of variation). Note that the geometric mean is smaller than the arithmetic mean.

  9. Qualitative variation - Wikipedia

    en.wikipedia.org/wiki/Qualitative_variation

    The formula for the variation around the mode (ModVR) is derived as follows: = = where f m is the modal frequency, K is the number of categories and f i is the frequency of the i th group. This can be simplified to = where N is the total size of the sample.