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 $\sigma^2$ 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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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