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  2. Coefficient of variation - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_variation

    The coefficient of variation fulfills the requirements for a measure of economic inequality. [ 20 ] [ 21 ] [ 22 ] If x (with entries x i ) is a list of the values of an economic indicator (e.g. wealth), with x i being the wealth of agent i , then the following requirements are met:

  3. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    An advantage of variance as a measure of dispersion is that it is more amenable to algebraic manipulation than other measures of dispersion such as the expected absolute deviation; for example, the variance of a sum of uncorrelated random variables is equal to the sum of their variances. A disadvantage of the variance for practical applications ...

  4. Qualitative variation - Wikipedia

    en.wikipedia.org/wiki/Qualitative_variation

    Variation varies between 0 and 1. Variation is 0 if and only if all cases belong to a single category. Variation is 1 if and only if cases are evenly divided across all categories. [1] In particular, the value of these standardized indices does not depend on the number of categories or number of samples.

  5. Analysis of variance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_variance

    Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures (such as the "variation" among and between groups) used to analyze the differences between groups. It uses F-test by comparing variance between groups and taking noise, or assumed normal distribution of group, into consideration by ...

  6. Two-way analysis of variance - Wikipedia

    en.wikipedia.org/wiki/Two-way_analysis_of_variance

    Let us hence denote by the random variable which observed value is the -th measure for treatment (,). The two-way ANOVA models all these variables as varying independently and normally around a mean, μ i j {\displaystyle \mu _{ij}} , with a constant variance, σ 2 {\displaystyle \sigma ^{2}} ( homoscedasticity ):

  7. Explained variation - Wikipedia

    en.wikipedia.org/wiki/Explained_variation

    In statistics, explained variation measures the proportion to which a mathematical model accounts for the variation of a given data set. Often, variation is quantified as variance ; then, the more specific term explained variance can be used.

  8. Deviation (statistics) - Wikipedia

    en.wikipedia.org/wiki/Deviation_(statistics)

    Standard deviation is a widely used measure of the spread or dispersion of a dataset. It quantifies the average amount of variation or deviation of individual data points from the mean of the dataset. It uses squared deviations, and has desirable properties. Standard deviation is sensitive to extreme values, making it not robust. [7]

  9. Total variation distance of probability measures - Wikipedia

    en.wikipedia.org/wiki/Total_variation_distance...

    The total variation distance (or half the norm) arises as the optimal transportation cost, when the cost function is (,) =, that is, ‖ ‖ = (,) = {(): =, =} = ⁡ [], where the expectation is taken with respect to the probability measure on the space where (,) lives, and the infimum is taken over all such with marginals and , respectively.