21 April 2024

On Dispersion II: Statistics

"The term dispersion is used to indicate the facts that within a given group, the items differ from one another in size or in other words, there is lack of uniformity in their sizes." (Willford I King, "The Elements of Statistical Method", 1912)

"[…] statistical literacy. That is, the ability to read diagrams and maps; a 'consumer' understanding of common statistical terms, as average, percent, dispersion, correlation, and index number."  (Douglas Scates, "Statistics: The Mathematics for Social Problems", 1943)

"The fact that index numbers attempt to measure changes of items gives rise to some knotty problems. The dispersion of a group of products increases with the passage of time, principally because some items have a long-run tendency to fall while others tend to rise. Basic changes in the demand is fundamentally responsible. The averages become less and less representative as the distance from the period increases." (Anna C Rogers, "Graphic Charts Handbook", 1961)

"Dispersion or spread is the degree of the scatter or variation of the variables about a central value." (Bertram C Brookes & W F L Dick, "Introduction to Statistical Method", 1969)

"Linear regression assumes that in the population a normal distribution of error values around the predicted Y is associated with each X value, and that the dispersion of the error values for each X value is the same. The assumptions imply normal and similarly dispersed error distributions." (Fred C Pampel, "Linear Regression: A primer", 2000)

"The flaw in the classical thinking is the assumption that variance equals dispersion. Variance tends to exaggerate outlying data because it squares the distance between the data and their mean. This mathematical artifact gives too much weight to rotten apples. It can also result in an infinite value in the face of impulsive data or noise. [...] Yet dispersion remains an elusive concept. It refers to the width of a probability bell curve in the special but important case of a bell curve. But most probability curves don't have a bell shape. And its relation to a bell curve's width is not exact in general. We know in general only that the dispersion increases as the bell gets wider. A single number controls the dispersion for stable bell curves and indeed for all stable probability curves - but not all bell curves are stable curves."  (Bart Kosko, "Noise", 2006)

"Two clouds of uncertainty may have the same center, but one may be much more dispersed than the other. We need a way of looking at the scatter about the center. We need a measure of the scatter. One such measure is the variance. We take each of the possible values of error and calculate the squared difference between that value and the center of the distribution. The mean of those squared differences is the variance." (David S Salsburg, "Errors, Blunders, and Lies: How to Tell the Difference", 2017)

"Dispersion is the measure of the variation of the items." (Arthur L Bowley)

"Dispersion is a measure of the extent to which the individual items vary." (Lewis R Connor)

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