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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
 Hello, 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 rusty. By the way, i meant to say Coefficient of variation, not dispersion. http://en.wikipedia.org/wiki/Coefficient_of_variation http://en.wikipedia.org/wiki/Index_of_dispersion (also called variance to mean). Thanks for clearing that up, sorry for wasting some time ... Cheers, Romain. 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.