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Statistics

Variation

compute the coefficient of variation

Calling Sequence

Variation(A, ds_options)

Variation(X, rv_options)

Parameters

X

-

algebraic; random variable or distribution

ds_options

-

(optional) equation(s) of the form option=value where option is one of ignore, or weights; specify options for computing the coefficient of variation of a data set

rv_options

-

(optional) equation of the form numeric=value; specifies options for computing the coefficient of variation of a random variable

Description

The Variation function computes the coefficient of variation of the specified random variable or data set.

The first parameter can be a data set (e.g., a Vector ), a Matrix data set , a distribution (see Statistics[Distribution] ), a random variable, or an algebraic expression involving random variables (see Statistics[RandomVariable] ).

Computation

By default, all computations involving random variables are performed symbolically (see option numeric below).

All computations involving data are performed in floating-point; therefore, all data provided must have type realcons and all returned solutions are floating-point, even if the problem is specified with exact values.

For more information about computation in the Statistics package, see the Statistics[Computation] help page.

Data Set Options

The ds_options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[DescriptiveStatistics] help page.

ignore=truefalse -- This option controls how missing data is handled by the Variation command. Missing items are represented by undefined or Float(undefined). So, if ignore=false and A contains missing data, the Variation command will return undefined. If ignore=true all missing items in A will be ignored. The default value is false.

weights=Vector -- Data weights. The number of elements in the weights array must be equal to the number of elements in the original data sample. By default all elements in A are assigned weight 1.

Random Variable Options

The rv_options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[RandomVariables] help page.

numeric=truefalse -- By default, the coefficient of variation is computed using exact arithmetic. To compute the coefficient of variation numerically, specify the numeric or numeric = true option.

Examples

>

withStatistics:

Compute the coefficient of variation of the beta distribution with parameters p and q.

>

VariationΒp,q

pqp+q+1p

(1)

Use numeric parameters.

>

VariationΒ3,5

159

(2)
>

VariationΒ3,5,numeric

0.4303314828

(3)

Generate a random sample of size 100000 drawn from the above distribution and compute the sample variation.

>

ASampleΒ3,5,105:

>

VariationA

0.432422803985375

(4)

Compute the standard error of the sample variation for the normal distribution with parameters 5 and 2.

>

XRandomVariableNormal5,2:

>

BSampleX,106:

>

VariationX,StandardErrorVariation,X,samplesize=106

25,2912500

(5)
>

VariationB

0.400136408914884

(6)

Compute the coefficient of variation of a weighted data set.

>

Vseqi,i=57..77,undefined:

>

W2,4,14,41,83,169,394,669,990,1223,1329,1230,1063,646,392,202,79,32,16,5,2,5:

>

VariationV,weights=W

Floatundefined

(7)
>

VariationV,weights=W,ignore=true

0.0406951177946295

(8)

Consider the following Matrix data set .

>

MMatrix3,1130,114694,4,1527,127368,3,907,88464,2,878,96484,4,995,128007

M31130114694415271273683907884642878964844995128007

(9)

We compute the coefficient of variation of each of the columns.

>

VariationM

0.2614562582918990.2433068957043710.161742551310824

(10)

References

Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.

Compatibility

The A parameter was updated in Maple 16.


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