Article
A novel definition of the multivariate coefficient of variation.
Biometrical journal. Biometrische Zeitschrift - 1 Oct 2010
Albert Adelin, Zhang Lixin
Abstract excerpt
The coefficient of variation CV (%) is widely used to measure the relative variation of a random variable to its mean or to assess and compare the performance of analytical techniques/equipments. A review is made of the existing multivariate extensions of the univariate CV where, instead of a random variable, a random vector is considered, and a novel definition is proposed. The multivariate CV obtained only...
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