Coefficient of variation
From Encyclopedia of Mathematics
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
 |
where 
is the variance and 
is the mathematical expectation (
must be positive). This expression is often used in its percentage form, viz., 
%. 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=31514
Coefficient of variation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Coefficient_of_variation&oldid=31514
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