# Coefficient of variation

From Encyclopedia of Mathematics

Revision as of 19:25, 8 November 2014 by Richard Pinch (talk | contribs) (Category:Probability and statistics)

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

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