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Measure of Dispersion

A measure of dispersion allows to describe a set of data concerning a particular variable, giving an indication of the variability of the values inside the data set. The measure of dispersion completes the description given by the measure of central tendency of a distribution.

If we observe different distributions, we can say that for some of them, all the data are grouped in a more or less short distance from the central value; for others the distance is much greater.

We can class the measures of dispersion into two groups:
  1. Measures defined by the distance between two representative values of the distribution:
    • Range, also called the interval of variation
    • Interquartile Range
  2. Measures calculated depending on deviations of each datum from a central value:
    • Geometric deviation
    • Median deviation
    • Mean absolute deviation
    • Standard deviation

Among