Variability or dispersion describes how a variable's values are spread out or compressed.
Questions tagged [variability]
105 questions
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Mean absolute deviation vs. standard deviation
In the text book "New Comprehensive Mathematics for O Level" by Greer (1983), I see averaged deviation calculated like this:
Sum up absolute differences between single values and the mean. Then
get its average. Througout the chapter the term mean…
itsols
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Estimating variability over time
I have a dataset that contains ~7,500 blood tests from ~2,500 individuals. I'm trying to find out if variability in the blood tests increases or decreases with the time between two tests. For example - I draw your blood for the baseline test, then…
Matt Parker
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What problem or game are variance and standard deviation optimal solutions for?
For a given random variable (or a population, or a stochastic process), mathematical expectation is the answer to a question What point forecast minimizes the expected square loss?. Also, it is the optimal solution to a game Guess the next…
Richard Hardy
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Why is variability measured relative to a point?
Why are measures of dispersion calculated relative to some central point? Why wouldn't, for instance, all possible non-repeated, pairwise differences in the dataset be a valid measure of spread?
trichman22
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Confidence Interval Widths as Measure for Variability
I would like to know to which degree the width of a confidence interval can be used as a measure of variability of a statistic.
For instance, the confidence interval for the mean is given by…
Hiro
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Variance/standard deviation versus interquartile range (IQR)
Variance and interquartile range (IQR) are both measures of variability.
But IQR is robust to outliers, whereas variance can be hugely affected by a single observation.
Since variance (or standard deviation) is a more complicated measure to…
LondonRob
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What is the frequentist interpretation of uncertainty vs. variability?
I have been reading Begg, Welsh, and Bratvold (2014), which is an excellent and lucid discussion of the distinction between uncertainty and variability (from a petro/geostatistics perspective). The abstract defines them:
"Uncertainty means we do…
naught101
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What exactly is the "proportion of variability explained"?
One often hears to say "more than 70% variability is explained by ..." What exactly is meant by this? Th proportion of the sum of squares (SSE), or mean sum of squares (MSE)? For example in the following anova table:
…
Tomas
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Informational value of R squared and correlation?
Taleb has previously undermined the typical interpretation of correlation with regards to the informational value it carries, showing how the uncertainty is reduced in a non-linear fashion.
With regards to a graph showing the relationship between…
Kuku
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Why we try to capture variability?
I am new to Statistics and I have a Mathematics background. In Statistics, particularly in Linear Regression and Principal Component Analysis (PCA) so far what I have understood is that the main idea is to try to capture as much as possible…
Satish
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Interquartile range exceeds the median
What can one infer about the dispersion of a dataset when the interquartile range exceeds the median? Does this always indicate a large degree of variability? Are there any other summary statements of this dataset that can be inferred from the size…
SilvanD
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What is the difference between standard error and margin of error and when to use which?
Will someone please explain what the difference is between standard error and margin of error and when to use which? I have not had luck finding a simple explanation on the differences anywhere on the online. The questions was posed on this site in…
DuderMcMerican
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How to compare the variability of two measures from meta analysis?
I have two measures from each of 20 studies. Random-effects meta analysis has been performed for each of the two measures, and for each measure I have two values to indicate data variability, cross-study (random effect) variance $\tau^2$ and its…
bluepole
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If we change only one value of a data set, will the mean absolute deviation behave in the same way as standard deviation?
I took the new data as b and the data removed as a and calculated the new mean and used that to find the new mean and deviation in terms of the old. But it gets too complicated and there is no way to get the relation looking at the terms.
Basically…
Avinash Bhawnani
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Inter-experimental variation in survival experiment - how to estimate variability?
In my animal experiments, I do survival studies, which generate Kaplan-Meier survival curves for each group, which I then compare with an appropriate log rank test.
My question is: If I have run a survival experiment with identical variables, say,…
kausikdatta
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