Difference between revisions of "Coefficient of variation"
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where $\sigma^2$ is the variance and $\mu$ is the mathematical expectation ($\mu$ must be positive). This expression is often used in its percentage form, viz., $V=100\sigma/\mu$ %. This definition was proposed in 1895 by K. Pearson. | where $\sigma^2$ is the variance and $\mu$ is the mathematical expectation ($\mu$ must be positive). This expression is often used in its percentage form, viz., $V=100\sigma/\mu$ %. This definition was proposed in 1895 by K. Pearson. | ||
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Latest revision as of 19:25, 8 November 2014
A dimensionless measure of the spread of the distribution of a random variable. This coefficient may be defined in several ways. In practice, its most frequent definition is by the formula
$$V=\frac\sigma\mu,$$
where $\sigma^2$ is the variance and $\mu$ is the mathematical expectation ($\mu$ must be positive). This expression is often used in its percentage form, viz., $V=100\sigma/\mu$ %. This definition was proposed in 1895 by K. Pearson.
How to Cite This Entry:
Coefficient of variation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Coefficient_of_variation&oldid=34363
Coefficient of variation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Coefficient_of_variation&oldid=34363
This article was adapted from an original article by T.S. Lel'chuk (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article