释义 |
coefficient of variation
coefficient of variation n (Statistics) statistics a measure of the relative variation of distribution independent of the units of measurement; the standard deviation divided by the mean, sometimes expressed as a percentage TranslationsCoefficient of Variation
coefficient of variation[¦kō·ə′fish·ənt əv ‚ver·ē′ā·shən] (statistics) The ratio of the standard deviation of a distribution to its arithmetic mean. Coefficient of Variation the ratio of the quadratic deviation to the average value. In variational statistics the difference of any set of positive numbers x1,... ,xn from their arithmetic average x¯ = (x1 +... xn)/n is characterized by the standard deviation A relative characteristic of such “scatter” is the coefficient of variation s/x¯. In probability theory and mathematical statistics the coefficient of variation of a positive random quantity X is defined as the ratio σ/a, where a = EX is the mathematical expectation, and σ2 = DX = E(X -a)2 is the dispersion. If X is the result of the measurement of some unknown positive constant a = EX, then the coefficient of variation is a natural characteristic of the relative error of measurement. coefficient of variationThe standard deviation expressed as a percentage of the average.coefficient of variation
co·ef·fi·cient of var·i·a·tion (CV), the ratio of the standard deviation to the mean.coefficient of variation Lab medicine The standard deviation divided by the mean, expressed as a percentage, used to evaluate and compare methodologies and instruments. See Mean, Standard deviation. co·ef·fi·cient of var·i·a·tion (CV) (kō'ĕ-fish'ĕnt var'ē-ā'shŭn) A unitless number used to describe dispersion of data. It allows comparison of standard deviations of test results expressed in different units. It is calculated from the standard deviation (s) and mean (x). CV = 100s÷x.coefficient of variationAnalytical variability expressed as the standard deviation's percentage of the mean. This mode of expressing the analytical variability enables one to determine if the variability proportion changes with the actual value. It is typically a useful tool when there is a relatively large dynamic range for the quantity being measured. It is subject to misinterpretation if applied to numbers that have already been mathematically manipulated, such as logarithms. See also: coefficientCoefficient of Variation
Coefficient of VariationA measure of investment risk that defines risk as the standard deviation per unit of expected return.Coefficient of VariationIn statistics, the ratio of the standard deviation of a series of data points to the expected return. In investing, the coefficient of variation is used to measure the volatility (represented by the standard deviation) to the expected return on an investment. A lower coefficient of variation indicates a higher expected return with less risk. See also: Beta.AcronymsSeeco-variantThesaurusSeeCV |