Search results
Results from the WOW.Com Content Network
In statistics, dispersion (also called variability, scatter, or spread) is the extent to which a distribution is stretched or squeezed. [1] Common examples of measures of statistical dispersion are the variance, standard deviation, and interquartile range. For instance, when the variance of data in a set is large, the data is widely scattered.
The median absolute deviation is a measure of statistical dispersion. Moreover, the MAD is a robust statistic, being more resilient to outliers in a data set than the standard deviation. In the standard deviation, the distances from the mean are squared, so large deviations are weighted more heavily, and thus outliers can heavily influence it ...
In probability theory and statistics, the index of dispersion, [1] dispersion index, coefficient of dispersion, relative variance, or variance-to-mean ratio (VMR), like the coefficient of variation, is a normalized measure of the dispersion of a probability distribution: it is a measure used to quantify whether a set of observed occurrences are clustered or dispersed compared to a standard ...
The measures of statistical dispersion derived from absolute deviation characterize various measures of central tendency as minimizing dispersion: The median is the measure of central tendency most associated with the absolute deviation. Some location parameters can be compared as follows: L 2 norm statistics: the mean minimizes the mean ...
Summary statistics can be derived from a set of deviations, such as the standard deviation and the mean absolute deviation, measures of dispersion, and the mean signed deviation, a measure of bias. [1] The deviation of each data point is calculated by subtracting the mean of the data set from the individual data point.
In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion, meaning it is a measure
In statistics, robust measures of scale are methods that quantify the statistical dispersion in a sample of numerical data while resisting outliers.The most common such robust statistics are the interquartile range (IQR) and the median absolute deviation (MAD).
The mean and the standard deviation of a set of data are descriptive statistics usually reported together. In a certain sense, the standard deviation is a "natural" measure of statistical dispersion if the center of the data is measured about the mean. This is because the standard deviation from the mean is smaller than from any other point.