AM761-STATISTICAL METHODS FOR CIVIL

ENGINEERING APPLICATIONS

LECTURE-3: MEASURES OF DISPERSION

Dr. DEBABRATA KARMAKAR

ASSISTANT PROFESSOR
DEPARTMENT OF WATER RESOURCES AND OCEAN ENGINEERING

Department of Water Resources and Ocean Engineering, NITK Surathkal 1

 CONTENTS

 Graphical Methods for Data Representation

 Frequency Table and Graphs
 Histogram
 Frequency polygon and frequency curve
 Cumulative frequency curve or Ogives

 Measures of Central Tendencies

 Arithmetic mean
 Median
 Mode
 Geometric Mean
 Harmonic Mean

 Measures of Dispersions
 Range, Inter-quartile range
 Average deviation or Mean deviation
 Standard deviation and Variance

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 MEASURES OF DISPERSION
The measures of central tendency do not provide a proper summary of the nature of the set of
observations. We are always interested in the scatteredness (or dispersion) of the data values.

So in order to get greater insight, the measures of averages must be supported and
supplemented by the measures of dispersion, which give the degree by which the numerical
data tend to spread about an average value.

The commonly used measures of dispersion are:

 Range, Inter-quartile range
 Average deviation or Mean deviation
 Standard deviation and Variance

Like the measures of central tendency, an ideal measure of dispersion should also be rigidly
defined, based on the whole data set, capable of being handled mathematically and least
affected by the fluctuations of sampling.

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 MEASURES OF DISPERSION CONTD….

Range

The range of a set of observations is the difference between the maximum and the minimum
values of the variate.

Mean Deviation

It is the arithmetic mean of the absolute values of the deviations of the variate values from a
specific point a(say), mean, median or mode. The mean deviation from the mean is given by
n
1
N
f
i 1
i xi  x

n n
1
where x 
N
fx
i 1
i i and N   f i
i 1

Since the mean deviation is based on all values of the variate and hence is a better measure
of dispersion when compared with range or interquartile range.

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 MEASURES OF DISPERSION CONTD….

Standard Deviation and Variance

Standard deviation is the most commonly used measures of dispersion for the given set of
observations. It quantifies the amount of variability or scatterdness around the mean of the
measurements.
If xi/ fi , i = 1,2,…,n is the frequency distribution, then its standard deviation, denoted by σ is
defined as

1 n
  i i   
2
f x x
N i 1
It is also called the root mean square deviation of xi’s from the mean x

The square of the standard deviation of the set of observations is called the variance and is
denoted by σ2. Thus
1 n
   fi  xi  x 
2 2

N i 1

It is also called the mean square deviation of xi’s from the mean x

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 MEASURES OF DISPERSION CONTD….

The formula for variance derived above is sometimes not suitable for computational
purpose. So the alternate derivation is given by

 f x  x   f x  x  2 xi x    f i xi  Nx  2 Nx   f i xi 2  Nx 2
n n n n
2 2 2 2 2 2
i i i i
i 1 i 1 i 1 i 1

Thus the variance can be written as

2
1 n 1 n 
   fi xi    fi xi 
2 2

N i 1  N i 1 

The expression for computation of the variance is easy to apply and reduces the calculation
considerably.

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 MEASURES OF DISPERSION CONTD….

(a) Shifting of origin and scale:

The computation of the variance can be simplified by shifting of origin and the scale, that is
by considering a new variable

u   x  a  / h or x  a  hu

1 n 1 n h2 n
   fi  xi  x    fi  a  hui    a  hu    fi  ui  u 
2 2 2 2
x
N i 1 N i 1 N i 1

So,  x2  h2 u2   x  h u

Thus there is no effect of change of origin but there is effect of change of scale on the
variance and the standard deviation.

Department of Water Resources and Ocean Engineering, NITK Surathkal 7

 MEASURES OF DISPERSION CONTD….

(b) Relation between variance and mean square deviation:

The mean square deviation from an arbitrary point a, denoted by S2 is given by
n
1
S   f  x  a
2 2
i i
N i 1

n
1
S   f  x  x  x  a
2 2
i i
N i 1

n n n
1 1 1
S   f  x  x    x  a  fi  2  x  a   f x  x
2 2 2
i i i i
N i 1 N i 1 N i 1

 x  a  being a constant can be taken outside the summation.

n

 f x  x  0
i 1
i i being the algebraic sum of the deviations from their mean.
Thus we obtain S 2   2  d 2 where d  x  a

S2 is least when d = 0, that is when a  x . Hence mean square deviation is the least when
the deviations are taken from the mean
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 MEASURES OF DISPERSION CONTD….

(c) Variance of a combined data set:

If x1 , x2 are the means, 12 ,  22 are the variances and n1 , n2 are the sizes of the two data sets,
then the variance  2 of the combined data set of size n1  n2 is given by

n1 12  n2 22 n1n2

2  1 2
   
2 2
x x
n1  n2  1 2
n  n

Proof: Let x1i, i=1,2,…n1 and x2j, j=1,2,…n2 be the two data set and x be its combined
mean then,

n1 x1  n2 x2
x
n1  n2

 n1 n2
2
 1i    2 j  
1
 n1  n2  
    
2 2
x x x x
i 1 j 1 

Using the result S 2   2  d 2 we have,

Department of Water Resources and Ocean Engineering, NITK Surathkal 9

 MEASURES OF DISPERSION CONTD….

n2

 x 2 j  x   n2 2  n2  x2  x 
n1

  x1i  x   n   n1  x1  x 
2 2 2 2 2
2
1 1 and
i 1 j 1

Substituting the values we obtain

n112  n2 22 1 n1  x1  x 2  n2  x2  x 2 

  2

n1  n2  n1  n2   

n1 x1  n2 x2
Using the relation x  we obtain
n1  n2

n1 12  n2 22 n1n2

     
2 2
x x
n1  n2  n1  n2 
2 1 2

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 PROBLEMS
Example 3:

Calculate the mean deviation from the mean for the following grouped frequency distribution
giving the marks obtained by group of 50 students in a sessional test of maximum marks 50.

Marks 0 – 10 10 - 20 20 - 30 30 - 40 40 - 50
No. of students 5 8 15 16 6

Solution: Let us shift origin at 25 and scale 10 times the original scale
Mid-value U = (x-25)/10 f fu Ix-xbarI f*Ix-xbarI
5 -2 5 -10 22 110
15 -1 8 -8 12 16
25 0 15 0 2 30
35 1 16 16 8 128
45 2 6 12 18 108
50 10 472

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 PROBLEMS CONTD….

h 10
x a
N
 fu  25 
50
10  27

n
1 472
Thus, the mean deviation from the mean is
N

i 1
fi xi  x 
50
 9.44

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 PROBLEMS CONTD….
Example 4:

The following data gives the worldwide number of fatal airline accidents of commercially
scheduled air transports in the years from 1985-1993. Find the variance and standard
deviation of the number of accidents.

Year 1985 1986 1987 1988 1989 1990 1991 1992 1993

Accidents 22 22 26 28 27 25 30 29 24

Solution:
Let 22 be the shifted origin, then the new data set given by u = x – 22 is

Year 1985 1986 1987 1988 1989 1990 1991 1992 1993

Accidents 0 0 4 6 5 3 8 7 2

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 PROBLEMS CONTD….

we have u i  35 and u 2
i  203

Since, the variance is independent of the shifting of the origin, thus variance is
2 2
1 n 2  1 n  203  35 
 x   u   ui    ui  
2 2
    7.44
n i 1  n i 1  9  9 

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 SUMMARY

 Graphical Methods for Data Representation

 Frequency Table and Graphs
 Histogram
 Frequency polygon and frequency curve
 Cumulative frequency curve or Ogives

 Measures of Central Tendencies

 Arithmetic mean
 Median
 Mode
 Geometric Mean
 Harmonic Mean

 Measures of Dispersions
 Range, Inter-quartile range
 Average deviation or Mean deviation
 Standard deviation and Variance

Department of Water Resources and Ocean Engineering, NITK Surathkal 15

 Thank you
Department of Water Resources and Ocean Engineering, NITK Surathkal 16