A new Criterion for Measuring Fluctuation of Random Variable or Sample Data
Variance is a criterion for measuring fluctuation of random variable or sample data. Generally, fluctuation of random variable or data increases with the increase of variance. But the same variance can give us different feeling of fluctuation which results from different means or different measurement units of the random variable or sample data. Coefficient of variation (CV) can remove the effects of different means and different measurement units. And yet coefficient of variation (CV) is imperfect. According to its imperfections, a new criterion with significant measurable form and property for measuring fluctuation of random variable or sample data is proposed in this paper. Here we call the criterion ratio of fluctuation (RF) temporarily. Ratios of fluctuation (RF) are calculated for some representative random variables and some of their samples simulated in this paper.
fluctuation variance coefficient of variation Ratios of fluctuation
Wu Xiao-kun
Department of Mathematics and Physics, North China Electric Power University, Baoding, Hebei, China, 071003
国际会议
2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)
青岛
英文
1-5
2009-07-25（万方平台首次上网日期，不代表论文的发表时间）