Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of

variation (CV) Thank You

Measures of Variation/Dispersion

Ogunde Adebisi Ade (PhD)

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Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Schedule

1 Introduction

2 Objective of Measuring Variation

3 Types of measure of variation

4 Variance and Standard

Deviation Population
and sample variance
Special properties of
standard deviation /variance

5 Coefficient of variation
(CV) Standard Scores
(Z-Scores)
Moments
Skewness
kurtosis

6 Thank You
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Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Introduction
Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Introduction

Example
Consider the following two sets of scores:Set 1: 40, 50, 60, 60, 40,
50Set 2: 0,
100, 25, 75, 80, 20
Alert block

Both these sets have the same mean (50),

but the second set is a lot more widely dispersed ("scattered") than the
first....

Figure: Example images from the

data set 4 / 42
Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Measure of variation/dispersion

The scatter or spread of items of a distribution is known as dispersion

or variation.
In other words the degree to which numerical data tend to
spread about an average value is called dispersion or variation of
the data.

Measures of dispersion are statistical measures which provide ways of

measuring the extent in which data are dispersed or spread out.

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Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Objective of Measuring
Variation

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Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Objective of measuring variation

To determine the reliability of an average by pointing out as how far an

average is representative of the entire data.

To determine the nature and cause of variation in order to control

the variation itself.

Enable comparison of two or more distribution with regard to their

variability.

Measuring variability is of great importance to other statistical

analysis. E.g., it is the basis of statistical quality control

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

A good measure of variation

It should be easy to compute and

understand.

It should be based on all

observations. It should be

Uniquely defined

It should be capable of further algebraic

treatment. It should be as little as affected

by extreme values

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Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Types of measure of
variation

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Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Types of measure of variation

Absolute measure:

Range
Quartile
deviation Mean
deviation
Variance
Standard
deviation
Relative measures:

Relative range
Coefficient of quartile
deviation Coefficient of
mean deviation Coefficient
of variation Standard
scores

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

The range

Several measures of dispersion are available. We will discuss the common

ones below.
The Range:
The difference between the largest (maximum) and smallest (minimum)
values.

Range = Maximum − Minimum

(1)

For frequency distributed data, the range is:

The difference between the upper class boundary of the last class and
the lower class boundary of the first class.

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Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Measure of dispersion

Given the following frequency

distribution. Find the range
Class frequency
Measure of variation-dispersionn
52.5-63.5 6
Find the Range of 54.5, 55.0, 55.7, 63.5-74.5 12
51.8, 54.2, 52.4 Solution: 74.5-85.5 25
range(R) = 55.7- 51.8 = 3.9cm 85.5-96.5 18
96.5-107.5 14
107.5-118.5 5

Solution:Range =UCBl − LCBf = 118.5 − 52.5 =

66

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Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Measure of variation

The relative range:

l −s
RR = relative range = l +
(2) s
we adjust similarly for Grouped data
Quartile deviation (QD):
The range expresses the extreme variability of observations of a variable. is half
of the inter quartile range.

InterquartileRange = Q3 − Q1

Interquartilerange
QD =
2
Q3 − Q1
QD =
2

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Measure of variation

Coefficient of quartile deviation (CQD):

It gives the average amount by which the two quartiles differ from
the median
Q −Q (3
CQD = Q3 + Q
1
3 1 )
Mean Deviation(M.D):
The average deviation measures the scatter of the individual
observations around a central value usually the mean or the median of
a distribution.
The mean deviation is defined as the arithmetic mean of positive
deviations of each observation from either the mean or the median of a
distribution.
If the deviations are taken from the mean then it is called mean deviation
about the mean. On the other hand, if the deviations are taken from the
median we call it mean deviation about the median.

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

mean deviation about the mean

The mean Deviation (M.D) is the arithmetic mean of the absolute

deviations of the values from the mean.
It is the “average absolute deviation of the values from the mean”.
Σ n
i
Mean deviation = i=1 | X − x¯ (4
|n )
Note that:while dealing with population values, it is adjusted
accordingly
Mean Deviations for Grouped data (discrete
Σ n or continuous)
i i
Mean deviation = i=1 f | X − x¯ (5
| n )
Where m = number of classes and xi = class mark of theithclass, n = number of
observation

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

mean deviation

Mean deviation about the median ( MD())

ungrouped data:
Σ n
i=1 | Xi − xˆ (6
MD(Xˆ ) =
|n )
grouped Frequency Distribution:
Σ k
i=1 fi| Xi − xˆ (7
MD(Xˆ ) = | n )

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Example

The weights of a sample of six students from a class (in kilograms) is

measured as: 53, 56, 57, 59, 63 and 66. Find the mean deviation
about the mean and the mean deviation from the median.
solution:First find the mean and the median. The mean is 59 kg and
the median is 58 kg. Then take the deviations of each observation from
these averages as shown below
weight Xi Ad from mean| x − x¯ | AD from median| x − xˆ |
i i

53 6 5
56 3 2
57 2 1
59 0 1
63 4 5
66 2 8
Total 22 22

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

example continued

mean deviation a bout the mean:

Σ n
i | X i − x¯
MD( ) = i=1 f
| n
X¯
= MD(x¯) = 6
223.67
=
mean deviation about median:

Σ k
i
| X i − xˆ
MD( ) = i=1 f
| n
Xˆ
22
MD(xˆ) = 6 =
3.67

Example 4.4: Calculate the mean deviation from the mean and median for
the following
Class interval 1-5 6-10 11-15 16-20

data. Frequency 4 1 2 3
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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

solution:

3 ∗ 4 + 8 ∗ 1 + 13 ∗ 2 + (8
Mean = 1
18 ∗ 3 )
0
CL Xi fi fi | xi − 10 |
1-5 3 4 28
6-10 8 1 2
11-15 13 2 6
16-20 18 3 24
Total 10 60
Therefore MD around the mean :

60
MD = 10
=
6
Exercise: Mean Deviation about the
Median
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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Coefficients of Mean Deviation(C.M.D)

C.M.D = M.D/Average about which deviations

are taken Coefficient of mean deviation about
the
CMD(X¯ ) =
X¯
MDX¯
Coefficient of mean deviation about the
median=
CMD(Xˆ ) =
X
MDXˆ
ˆ

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Example

Example 4.5
Find the coefficient of mean deviation about the mean and mean
deviation about the median for the weights of six students in example
above.
Solution:
Coefficient of mean deviation about the mean

CMD(X¯ ) =
X¯
MDX¯
3.67kg
=
59kg
= 0.0622

Coefficient of mean deviation about the

median

CMD(Xˆ ) =
Xˆ
MDXˆ
3.67kg
=
= 58kg
0.0632
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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Variance and Standard

Deviation

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Variance and Standard Deviation

The variance and standard deviation are the most superior and
widely used measures of dispersion

Both measures the average dispersion of the observations around the

mean. The variance is defined as the average of the squared

deviation from the mean.

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Population and sample variance

population and sample variance

Σ N
2 (x − µ)
population variance = σ = i= 1 i =1 ,2, 3.......N
i N
for the case of frequency
distribution Σ k
f (x − µ)
σ 2
= i= 1 i (9
i
N )
Where i=1,2,3..K and xi areclassmarks
Sample variance:the sample variance is dented by
S2andisgivenby
Σ k ¯
1 fi (xi − X )
sample variance = S2 = i= ,i = 1 ,2, 3...
n−1 n

Σ k
f (x − X¯ )
for the case of frequency distribution = S2 = i= ii1
n−1
Σ
n= fi

where i = 1, 2, 3..K and xi are class

marks
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Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Population and sample variance

Standard Deviation

The positive square root of the variance is called standard deviation.

Therefore s Σ
√ (xi − µ) 2
population standard deviation σ 2 = (10
N )

s Σ
√ (xi − X¯ ) 2
sample standard deviation = S 2
= n−1

April 3, 2019 25 /
 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Population and sample variance

Example

24, 25, 29,29,30,31 Find variance and standard

deviation ?
Solution:
Value value-mean(x − X¯ ) difference Difference square(X − X¯ )2
i i

24 24-28 -4 16
25 25-28 -3 9
29 29-28 1 1
29 29-28 1 1
30 30-28 2 4
31 31-28 3 9
total 0 40
Σ k
fi (xi − X¯ )
i=1 ,i = 1 ,2, 3...
S2 = n−1 n
40 = 40
5
= ,
6 −1
√
S2 = 8, standard deviation, S = 8 =
2.83
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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Population and sample variance

Exercise

Find the variance and standard deviation of the following

sample data
i 5, 17, 12, 10,8
ii The data is given in the form of frequency distribution.

class Frequency
40-44 7
45-49 10
50-54 22
55-59 15
60-64 12
65-69 6
70-74 3

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Special properties of standard deviation /variance

Special properties of standard deviation /variance

The main drawback of variance => unit is squared and this is difficult
to interpret.

Variance gives weight to extreme values than those near to the mean
value. This is because the difference is squared.

difference
Variance willin the values,
be zero for the greater the
distributions variance
with and
equal magnitude. The
s
vise
Σ nversa.
greater the s Σ
i=1 (Xi — ¯ 2 n
i=1(Xi — A) , ¯
2
) 1 X /=
nX— n—
< A
1 deviation of X1, X2, . . . Xn
If the standard
is S,
Then the standard deviation 0f:
X1 + K, X2 + k.......Xn + k will alsoS
KX1 , KX2 , ........KXn wouldbe |k|S
a+KX1 , a + KX2 , ........a + KXn would be |k|S

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Special properties of standard deviation /variance

special properties of standard deviation/variance

If a sample of 1
and n observationshasavarianceS 2
a1sample of 2
n observationshaveavarianceofS 2
then the combined variance called the
2
p
pooled variance (S2 )isgivenby : 2
(n1 — 1)S1 + (n2 — )S2
S2p = 1
2 (11
n1 + n2 — )
2

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Coefficient of variation
(CV)

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Coefficient of variation (CV)

In situations where either two series have different units of

measurements, or their means differ sufficiently in size, the CV should
be used as a measure of dispersion.

standard deviation
coefficient of variation(CV ) ∗
= mean 100%
S
CV = ∗ %for sample and
100 X
σ
CV =¯ ∗ %for population
100 µ
In spite of the fact that the C.V. is broadly applied, its disadvantage is
that it’s not useful when the mean is negative or zero or very close to
zero.

Interpretation of the coefficient of variation: the distribution having less

CV is said to be less variable or more consistent

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

EXAMPLE

Example 4.7:For the garment length data mean = 53.6 and standard
deviation = 1.46cm, so that the coefficient of deviation is
Solution:
S
CV= ∗ %
100 X1.4
CV= ¯ ∗ %,
6
53.
100
CV=2.72%
6
Example 4.8 Suppose that the mean weight of a group of students is 165
pounds with a S.D of 8 pounds. If the height of the same group of students
has a mean of 60 inches with a S.D of 3 inches, compare the variability in
weight and height measurements.
Solution: 8lb
for weight ∗ 100% =
165l 4.85%
CV= and for b
height:
3 in
CV= ∗ %=
100 60 5%
in
=> The height data is more variable/less consistent than the weight data.

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Standard Scores (Z-Scores)

Standard Scores (Z-Scores)

Are not measures of relative dispersion, but one of the applications

of standard deviation.

We define the standard score as:

X — X¯ X— (12
Z = or Z =
µ )
S
Tells us how many standard deviations a value lies above (if positive)
or below (if negative) the mean.σ

Standard score gives the deviations from the mean in units of

standard deviation It is used to compare two observations coming

from different groups.

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Standard Scores (Z-Scores)

Standard z-score

Questions:Two third year Medical laboratory sections were given

introduction to bio- statistics examinations. The following information was
given. Value Section1 section2
mean 78 90
Standard deviation 6 5
Student A from section1 scored 90 and student B from section2
scored 95. Relatively speaking who performed better ?

X1 — ¯ 90 —
Z1 = = =
X1 S 78 6
1 2
X2 — ¯ 95 —
Z2 = = =
X2 S 90 5
2 1

Student A performed better relative to his section because the score of

student A is two standard deviation above the mean score of his section
while, the score of student B is only one standard deviation above the mean
score of his section.

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Moments

Moments

The rth moment about the mean (the r th central moment ) defined
as : Σ
(Xi — ¯ r
, r = 0, 1, (13
Mr = X )n
2.. )
for continuous grouped data it is given by:
Σ
fi (Xi — ¯ r
, where Xi are class (14
Mr = X )n
marks )
Example:Find the first three central moments of the numbers 2,
3 and 7
Solution first
2 + find
3 + the
7 mean:
mean== 3
= 4

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Skewness

Skewness

Skewness is the degree of asymmetry or departure from

symmetry of a distribution.
A skewed frequency distribution is one that is not
symmetrical. Skewness is concerned with the shape of
the curve not size
If the frequency curve (smoothed frequency polygon) of a distribution
has a longer tail to the right of the central maximum than to the left,
the distribution is said to be skewed to the right or said to have positive
skewness. If it has a longer tail to the left of the central maximum than
to the right, it is said to be skewed to the left or said to have negative
skewness.
For moderately skewed distribution, the following relation holds
among the three commonly used measures of central tendency.

Mean — Mode = 3(Mean — Median)

(15)

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Skewness

Skewness

Remarks:

In a positively skewed distribution, smaller observations are more

frequent than larger observations. i.e. the majority of the
observations have a value below an average.
In a negatively skewed distribution, smaller observations are less
frequent than larger observations. i.e. the majority of the
observations have a value above an average.

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Skewness

Skewness

Example. Suppose the mean, the mode, and the standard deviation of a
certain distri- bution are 32, 30.5 and 10 respectively. What is the shape of
the curve representing the distribution?
Solution:

mean — mode
Sk =
32 — 30.5
=standard deviation
=
0.15 1
0

The distribution is positively skewed

Measures of Skewness
The Karl Pearson’s Coefficient of Skewness (SK):

mean — mode 3(mean —

Sk = , Sk =
median) standard deviation
standard deviation
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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
Skewness

skewness

If SK = 0, then the distribution is

symmetrical.

If SK > 0, then the distribution is positively

skewed. If SK < 0, then the distribution is

negatively skewed

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
kurtosis

Kurtosis

Kurtosis is the degree of peakedness of a distribution, usually taken

relative to a normal distribution.

When the curve of a distribution is relatively:

flatter than normal it is known as platykurtic and

the distribution is more peaked than normal, it is called leptokuric.

The normal distribution which is not very high peaked or flat topped is
called
mesokurtic.

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You
kurtosis

kurtosis

The moment coefficient of skewness (

β2) m4
β2 = (16
(m2)2 )
If B2 =3, then the distribution is mesokurtic.

If B2 > 3, then the distribution is

leptokurtic.

If B2 < 3, then the distribution is

platykurtic.

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 Introduction Objective of Measuring Variation Types of measure of variation Variance and Standard Deviation Coefficient of
variation (CV) Thank You

Thank
You

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