Reference : A novel definition of the multivariate coefficient of variation
Scientific journals : Article
Human health sciences : Public health, health care sciences & services
http://hdl.handle.net/2268/115483
A novel definition of the multivariate coefficient of variation
English
Albert, Adelin mailto [Université de Liège - ULg > Département des sciences de la santé publique > Informatique médicale et biostatistique - Département de mathématique >]
Zhang, Lixin mailto [Université de Liège - ULg > Département des sciences de la santé publique > Informatique médicale et biostatistique >]
2010
Biometrical Journal = Biometrische Zeitschrift
Wiley
52
5
667-675
Yes (verified by ORBi)
International
0323-3847
1521-4036
Chichester
United Kingdom
[en] Analytical variability ; Dispersion measure ; Equipment performance ; Reproducibility ; Test profiles
[en] 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 requires the calculation of the mean vector, the covariance matrix and simple quadratic forms. No matrix inversion is needed which makes the new approach equally attractive inhigh dimensional as in very small sample size problems. As an illustration, the method is applied to electrophoresis data from external quality assessment in laboratory medicine, to phenotypic characteristics of pocket gophers and to a microarray data set.
Researchers ; Professionals
http://hdl.handle.net/2268/115483

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