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Re: variance to mean ratio vs coefficient of dispersion

Romain GUINOT Mar 11, 2011 5:15 AM
Posted in group: Maatkit Help

Hi Baron,

My bad, you are correct. my mistake was that i was remembering vmr as
the ratio of the stddev (σ) squared  to the mean, with std dev (σ)
being the variance squared. so vmr is indeed the variance / mean
ratio, as the name implies. my stats class memories are a little bit

By the way, i meant to say Coefficient of variation, not dispersion. (also called variance
to mean).

Thanks for clearing that up, sorry for wasting some time ...


On 11 mar, 13:20, Baron Schwartz <> wrote:
> Romain,
> > * variance V(X) is the mean of the squared distances to the mean
> > * std dev is the squared root of the variance
> > * variance to mean = the ratio of the variance (σ) squared to the mean
> > (µ) : σ^2/ μ
> Why do you say variance-to-mean is the variance *squared* to the mean?
>  That would be variance-squared-to-mean.  Is this a standard
> terminology that is used by statisticians?
> > * coefficient of dispersion = variance to mean : σ / µ
> I am not familiar with the coefficient of dispersion, but it sounds
> like the same thing we are calling the variance-to-mean ratio.  I'm
> not a mathematician or statistician, so it doesn't surprise me that
> I'm ignorant of this.  The reason we added variance-to-mean to the
> profile was because of a paper by Robyn Sands available on the Method
> R website.  I did not research existing literature on it beyond that.