Coefficient of variation

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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:
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