Describing Variability
4.8 MEASURES OF VARIABILITY FOR QUALITATIVE AND RANKED DATA Summary / Important Terms / Key Equations / Review Questions
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4 . 1 I N T U I T I V E A P P R O A C H 6 1
4 . 1 I N T U I T I V E A P P R O A C H
You probably already possess an intuitive feel for differences in variability.
In Figure 4.1, each of the three frequency distributions consists of seven scores with the same mean (10) but with different variabilities. (Ignore the numbers in boxes; their sig- nificance will be explained later.) Before reading on, rank the three distributions from least to most variable. Your intuition was correct if you concluded that distribution A has the least variability, distribution B has intermediate variability, and distribution C has the most variability.
If this conclusion is not obvious, look at each of the three distributions, one at a time, and note any differences among the values of individual scores. For distribution A with the least (zero) variability, all seven scores have the same value (10). For dis- tribution B with intermediate variability, the values of scores vary slightly (one 9 and one 11), and for distribution C with most variability, they vary even more (one 7, two 9s, two 11s, and one 13).
I m p o r t a n c e o f V a r i a b i l i t y
Variability assumes a key role in an analysis of research results. For example, a researcher might ask: Does fitness training improve, on average, the scores of depressed patients on a mental-wellness test? To answer this question, depressed patients are randomly assigned to two groups, fitness training is given to one group, and well- ness scores are obtained for both groups. Let’s assume that the mean wellness score is larger for the group with fitness training. Is the observed mean difference between the two groups real or merely transitory? This decision depends not only on the size of the mean difference between the two groups but also on the inevitable variabilities of individual scores within each group.
To illustrate the importance of variability, Figure 4.2 shows the outcomes for two fictitious experiments, each with the same mean difference of 2, but with the two groups in experiment B having less variability than the two groups in experiment C. Notice that groups B and C in Figure 4.2 are the same as their counterparts in Figure 4.1.
Although the new group B* retains exactly the same (intermediate) variability as group B, each of its seven scores and its mean have been shifted 2 units to the right. Likewise, although the new group C* retains exactly the same (most) variability as group C, each of its seven scores and its mean have been shifted 2 units to the right. Consequently, the crucial mean difference of 2 (from 12 − 10 = 2) is the same for both experiments.
Before reading on, decide which mean difference of 2 in Figure 4.2 is more appar- ent. The mean difference for experiment B should seem more apparent because of the smaller variabilities within both groups B and B*. Just as it’s easier to hear a phone message when static is reduced, it’s easier to see a difference between group means when variabilities within groups are reduced.
FIGURE 4.1
Three distributions with the same mean (10) but different amounts of variability. Numbers in the boxes indicate distances from the mean.
0 8 0 1 2 3 4 5 6 7
9
7 10
A
11 12 13 X 0
0 0 0 0 0
0 1 –1 8 7 0 1 2 3 4 5 6 7
9 10 B
11 12 13 X 0
0 0 0
1 1 –1
–3 3
–1 8 7 0 1 2 3 4 5 6 7
9 10 C
11 12 13 0 X
f f
f
As described in later chapters, variabilities within groups assume a key role in infer- ential statistics. Briefly, the relatively smaller variabilities within groups in experiment B translate into more statistical stability for the observed mean difference of 2 when it is viewed as just one outcome among many possible outcomes for repeat experiments.
Therefore, insofar as similar (but not necessarily identical) mean differences would reappear in repeat experiments, we can conclude that the observed mean difference of 2 in experiment B probably reflects a real difference in favor of the treatment.
On the other hand, the relatively larger variabilities within groups in experiment C translate into less statistical stability for the observed mean difference of 2 when it is viewed as just one outcome among many possible outcomes for repeat experiments.
Insofar as dissimilar mean differences—even zero or negative mean differences—
would appear in repeat experiments, we can conclude that the observed mean difference of 2 fails to reflect a real difference in favor of the treatment in experiment C. Instead, since it is most likely a product of chance variability, the observed mean difference of 2 in experiment C can be viewed as merely transitory and not taken seriously.
Later, Review Question 14.10 on page 269 will permit more definitive conclusions about whether each of the mean differences of 2 for experiments B and C should be viewed as reflecting a real difference or dismissed as merely transitory. These conclu- sions will require the use of a measure of variability, the standard deviation, described in this chapter, along with tools from inferential statistics described in Part 2.
Progress Check * 4.1 For a given mean difference—say, 10 points—between two groups, what degree of variability within each of these groups (small, medium, or large) makes the mean difference
(a) ...most conspicuous with more statistical stability?
(b) ...least conspicuous with less statistical stability?
Answers on page 425.
4 . 2 R A N G E
Exact measures of variability not only aid communication but also are essential tools in statistics. One such measure is the range. The range is the difference between the largest and smallest scores. In Figure 4.1, distribution A, the least variable, has the smallest range of 0 (from 10 to 10); distribution B, the moderately variable, has an intermediate range of 2 (from 11 to 9); and distribution C, the most variable, has the largest range of 6 (from 13 to 7), in agreement with our intuitive judgments about dif- ferences in variability. The range is a handy measure of variability that can readily be calculated and understood.
FIGURE 4.2
Two experiments with the same mean difference but dissimilar variabilities.
8 7 0 1 2 3 4 5 6
9 10 11 EXPERIMENT C
12 13 14 15 f
f
X
XC XC*
Group C Group C*
8 7 0 1 2 3 4 5 6
9 10 11 EXPERIMENT B
12 13 14 15 X
XB XB*
Group B Group B*
4 . 3 VA R I A N C E 6 3
S h o r t c o m i n g s o f R a n g e
The range has several shortcomings. First, since its value depends on only two scores—the largest and the smallest—it fails to use the information provided by the remaining scores. Furthermore, the value of the range tends to increase with increases in the total number of scores. For instance, the range of adult heights might be 6 or 8 inches for a half a dozen people, whereas it might be 14 or 16 inches for six dozen people. Larger groups are more likely to include very short or very tall people who, of course, inflate the value of the range. Instead of being a relatively stable measure of variability, the size of the range tends to vary with the size of the group.
4 . 3 VA R I A N C E
Although both the range and its most important spinoff, the interquartile range (dis- cussed in Section 4.7), serve as valid measures of variability, neither is among the stat- istician’s preferred measures of variability. Those roles are reserved for the variance and particularly for its square root, the standard deviation, because these measures serve as key components for other important statistical measures. Accordingly, the variance and standard deviation occupy the same exalted position among measures of variability as does the mean among measures of central tendency.
Following the computational procedures described in later sections of this chapter, we could calculate the value of the variance for each of the three distributions in Figure 4.1.
Its value equals 0.00 for the least variable distribution, A, 0.29 for the moderately vari- able distribution, B, and 3.14 for the most variable distribution, C, in agreement with our intuitive judgments about the relative variability of these three distributions.
R e c o n s t r u c t i n g t h e V a r i a n c e
To understand the variance better, let’s reconstruct it step by step. Although a measure of variability, the variance also qualifies as a type of mean, that is, as the balance point for some distribution. To qualify as a type of mean, the values of all scores must be added and then divided by the total number of scores. In the case of the variance, each original score is re-expressed as a distance or deviation from the mean by subtracting the mean. For each of the three distributions in Figure 4.1, the face values of the seven original scores (shown as numbers along the X axis) have been re-expressed as deviation scores from their mean of 10 (shown as numbers in the boxes). For example, in distribution C, one score coin- cides with the mean of 10, four scores (two 9s and two 11s) deviate 1 unit from the mean, and two scores (one 7 and one 13) deviate 3 units from the mean, yielding a set of seven deviation scores: one 0, two –1s, two 1s, one –3, and one 3. (Deviation scores above the mean are assigned positive signs; those below the mean are assigned negative signs.) M e a n o f t h e D e v i a t i o n s N o t a U s e f u l M e a s u r e
No useful measure of variability can be produced by calculating the mean of these seven deviations, since, as you will recall from Chapter 3, the sum of all deviations from their mean always equals zero. In effect, the sum of all negative deviations always counterbalances the sum of all positive deviations, regardless of the amount of vari- ability in the group.*
Range
The difference between the largest and smallest scores.
*A measure of variability, known as the mean absolute deviation (or m.a.d.), can be salvaged by summing all absolute deviations from the mean, that is, by ignoring negative signs. However, this measure of variability is not preferred because, in the end, the simple act of ignoring negative signs has undesirable mathematical and statistical repercussions.
†The square root of a number is the number that, when multiplied by itself, yields the original number. For example, the square root of 16 is 4, since 4 × 4 = 16. To extract the square root of any number, use a calculator with a square root key, usually denoted by the symbol .
M e a n o f t h e S q u a r e d D e v i a t i o n s
Before calculating the variance (a type of mean), negative signs must be eliminated from deviation scores. Squaring each deviation—that is, multiplying each deviation by itself—generates a set of squared deviation scores, all of which are positive. (Remem- ber, the product of any two numbers with similar signs is always positive.) Now it’s merely a matter of adding the consistently positive values of all squared deviation scores and then dividing by the total number of scores to produce the mean of all squared deviation scores, also known as the variance.
W e a k n e s s o f V a r i a n c e
In the case of the weights of 53 male students in Table 1.1 on page 4, it is use- ful to know that the mean for the distribution of weights equals 169.51 pounds, but it is confusing to know that, because of the squared deviations, the variance for the same distribution equals 544.29 squared pounds. What, you might reasonably ask, are squared pounds?
4 . 4 S TA N D A R D D E V I AT I O N
To rid ourselves of these mind-boggling units of measurement, simply take the square root of the variance.† This produces a new measure, known as the standard deviation, that describes variability in the original units of measurement. For example, the stan- dard deviation for the distribution of weights equals the square root of 544.29 squared pounds, that is, 23.33 pounds.
The variance often assumes a special role in more advanced statistical work, includ- ing that described in Chapters 16, 17, and 18. Otherwise, because of its unintelligible units of measurement, the variance serves mainly as a stepping stone, only a square root away from a more preferred measure of variability, the standard deviation, the square root of the mean of all squared deviations from the mean, that is,
standard deviation variance S t a n d a r d D e v i a t i o n : A n I n t e r p r e t a t i o n
You might find it helpful to think of the standard deviation as a rough measure of the average (or standard) amount by which scores deviate on either side of their mean.
For distribution C in Figure 4.1, the square root of the variance of 3.14 yields a standard deviation of 1.77. Given this perspective, a standard deviation of 1.77 is a rough measure of the average amount by which the seven scores in distribution C (7, 9, 9, 10, 11, 11, 13) deviate on either side of their mean of 10. In other words, the stan- dard deviation of 1.77 is a rough measure of the average amount for the seven devia- tion scores in distribution C, namely, one 0, four 1s, and two 3s. Notice that, insofar as it is an average, the value of the standard deviation always should be between the largest and smallest deviation scores, as it is for distribution C.
A c t u a l l y E x c e e d s M e a n D e v i a t i o n
Strictly speaking, the standard deviation usually exceeds the mean deviation or, more accurately, the mean absolute deviation. (In the case of distribution C in Figure 4.1, for example, the standard deviation equals 1.77, while the mean absolute deviation equals only 1.43.) Nevertheless, it is reasonable to describe the standard deviation as the average amount by which scores deviate on either side of their mean—as long as you remember that an approximation is involved.
Variance
The mean of all squared deviation scores.
Standard Deviation
A rough measure of the average (or standard) amount by which scores deviate on either side of their mean.
4 . 4 S TA N D A R D D E V I AT I O N 6 5
M a j o r i t y o f S c o r e s w i t h i n O n e S t a n d a r d D e v i a t i o n
A slightly different perspective makes the standard deviation even more accessible.
For most frequency distributions, a majority (often as many as 68 percent) of all scores are within one standard deviation on either side of the mean.
This generalization applies to all of the distributions in Figure 4.1. For instance, among the seven deviations in distribution C, a majority of five scores deviate less than one standard deviation (1.77) on either side of the mean.
Essentially the same pattern describes a wide variety of frequency distributions including the two shown in Figure 4.3, where the lowercase letter s represents the standard deviation. As suggested in the top panel of Figure 4.3, if the distribution of IQ scores for a class of fourth graders has a mean ( )X of 105 and a standard deviation (s) of 15, a majority of their IQ scores should be within one standard deviation on either side of the mean, that is, between 90 and 120. By the same token, as suggested in the bottom panel of Figure 4.3, if the distribution of weekly study times for a group of col- lege students, estimated to the nearest hour, has a mean ( )X of 27 hours and a standard deviation (s) of 10 hours, a majority of their study times should be within one standard deviation on either side of the mean, that is, between 17 and 37 hours.
A S m a l l M i n o r i t y o f S c o r e s D e v i a t e M o r e T h a n T w o S t a n d a r d D e v i a t i o n s
The standard deviation also can be used in a generalization about the extremities or tails of frequency distributions:
For most frequency distributions, a small minority (often as small as 5 percent) of all scores deviate more than two standard deviations on either side of the mean.
This generalization describes each of the distributions in Figure 4.1. For instance, among the seven deviations in distribution C, none deviates more than two standard deviations (2 × 1.77 = 3.54) on either side of the mean. As suggested in Figure 4.3, rela- tively few fourth graders have IQ scores that deviate more than two standard deviations (2 × 15 = 30) on either side of the mean of 105, that is, IQ scores less than 75 (105 − 30) or more than 135 (105 + 30). Likewise, relatively few college students estimate their weekly study times to be more than two standard deviations (2 × 10 = 20) on either side of the mean of 27, that is, less than 7 hours (27 − 20) or more than 47 hours (27 + 20).
G e n e r a l i z a t i o n s A r e f o r A l l D i s t r i b u t i o n s
These two generalizations about the majority and minority of scores are indepen- dent of the particular shape of the distribution. In Figure 4.3, they apply to both the bal- anced distribution of IQ scores and the positively skewed distribution of study times.
In fact, the balanced distribution of IQ scores approximates an important theoretical distribution, the normal distribution. As will be seen in the next chapter, much more precise generalizations are possible for normal distributions.
Progress Check * 4.2 Employees of Corporation A earn annual salaries described by a mean of $90,000 and a standard deviation of $10,000.
(a) The majority of all salaries fall between what two values?
(b) A small minority of all salaries are less than what value?
(c) A small minority of all salaries are more than what value?
(d) Answer parts (a), (b), and (c) for Corporation B’s employees, who earn annual salaries described by a mean of $90,000 and a standard deviation of $2,000.
Answers on page 425.
S t a n d a r d D e v i a t i o n : A M e a s u r e o f D i s t a n c e
There’s an important difference between the standard deviation and its indispens- able co-measure, the mean. The mean is a measure of position, but the standard devia- tion is a measure of distance (on either side of the mean of the distribution). Figure 4.4 describes the weight distribution for the males originally shown in Figure 2.1. Note that the mean ( )X of 169.51 lbs has a particular position or location along the horizontal axis: It is located at the point, and only at the point, corresponding to 169.51 lbs. On the other hand, the standard deviation (s) of 23.33 lbs for the same distribution has no particular location along the horizontal axis. Using the standard deviation as a measure of distance on either side of the mean, we could describe one person’s weight as two standard deviations above the mean, X + 2s, another person’s weight as two-thirds of one standard deviation below the mean, X– 2⁄3s, and so on.
V a l u e o f S t a n d a r d D e v i a t i o n C a n n o t B e N e g a t i v e
Standard deviation distances always originate from the mean and are expressed as positive deviations above the mean or negative deviations below the mean. Note, however, that although the actual value of the standard deviation can be zero or a pos- itive number, it can never be a negative number because any negative deviation disap- pears when squared. When a negative sign appears next to the standard deviation, as in the expression X– 1⁄2s, the negative sign indicates that one-half of a standard devia- tion unit (always positive) must be subtracted from the mean to identify a weight located one-half of a standard deviation below the mean weight. More specifically, FIGURE 4.3
Some generalizations that apply to most frequency distributions.
90 105
IQ Scores for Fourth Graders
75 120 135
s = 15 s = 15 X – 2s
s = 15 s = 15 a majority
a small minority
X – 1s X X + 1s X + 2s
27 37
Study Times (hours) for College Students
7 17 47
s = 10 s = 10 X – 2s
s = 10 s = 10 a majority a small minority
X – 1s X X + 1s X + 2s f
f
4 . 5 D E TA I L S : S TA N D A R D D E V I AT I O N 6 7
the expression X– 1⁄2s translates into a weight of 158 lbs since 169.51 − 1⁄2 (23.33) = 169.51 − 11. 67 = 157.83.
Progress Check *4.3 Assume that the distribution of IQ scores for all college students has a mean of 120, with a standard deviation of 15. These two bits of information imply which of the following?
(a) All students have an IQ of either 105 or 135 because everybody in the distribution is either one standard deviation above or below the mean. True or false?
(b) All students score between 105 and 135 because everybody is within one standard devia- tion on either side of the mean. True or false?
(c) On the average, students deviate approximately 15 points on either side of the mean. True or false?
(d) Some students deviate more than one standard deviation above or below the mean. True or false?
(e) All students deviate more than one standard deviation above or below the mean. True or false?
(f) Scott’s IQ score of 150 deviates two standard deviations above the mean. True or false?
Answers on page 425.
4 . 5 D E TA I L S : S TA N D A R D D E V I AT I O N
As with the mean, statisticians distinguish between population and sample for both the variance and the standard deviation, depending on whether the data are viewed as a complete set (population) or as a subset (sample). This distinction is introduced here, and it will be very important in inferential statistics.
Reminder:
The value of the standard deviation can never be negative.
140
s = 23.33 s = 23.33
X – 2s X – 1s X X + 1s X + 2s X + 3s
s = 23.33 Weight (pounds)
s = 23.33 s = 23.33 15
10
5
160 180 200 220 240
120 0 f
FIGURE 4.4
Weight distribution with mean and standard deviation.
where SS represents the sum of squares, Σ directs us to sum over the expression to its right, and (X − μ)2 denotes each of the squared deviation scores. Formula 4.1 should be read as “The sum of squares equals the sum of all squared deviation scores.” You can reconstruct this formula by remembering the following three steps:
1. Subtract the population mean, μ, from each original score, X, to obtain a devia- tion score, X − μ.
2. Square each deviation score, (X − μ)2, to eliminate negative signs.
3. Sum all squared deviation scores, Σ (X − μ)2.
Table 4.1 shows how to use the definition formula to calculate the sum of squares for distribution C in Figure 4.1 on page 61. (Ignore the last two steps in this table until later, when formulas for the variance and standard deviation are introduced.)
The definition formula is cumbersome when, as often occurs, the mean equals some complex number, such as 169.51, or the number of scores is large. In these cases, use the more efficient computation formula:
S u m o f S q u a r e s (S S)
Calculating the standard deviation requires that we obtain first a value for the vari- ance. However, calculating the variance requires, in turn, that we obtain the sum of the squared deviation scores. The sum of squared deviation scores, or more simply the sum of squares, symbolized by SS, merits special attention because it’s a major component in calculations for the variance, as well as many other statistical measures.
There are two formulas for the sum of squares: the definition formula, which is easier to understand and remember, and the computation formula, which usually is more efficient. In addition, we’ll introduce versions of these two formulas for populations and for samples.
S u m o f S q u a r e s F o r m u l a s f o r P o p u l a t i o n
The definition formula provides the most accessible version of the population sum of squares:
Sum of Squares (SS) The sum of squared deviation scores.
SUM OF SQUARES (SS ) FOR POPULATION (DEFINITION FORMULA) ( )2
SS X (4.1)
SUM OF SQUARES (SS ) FOR POPULATION (COMPUTATION FORMULA)
2
2 X
SS X
N (4.2)
where X2, the sum of the squared X scores, is obtained by first squaring each X score and then summing all squared X scores; X 2, the square of sum of all X scores, is obtained by first adding all X scores and then squaring the sum of all X scores; and N is the population size.
We’ll not attempt to demonstrate that the computation formula, with its more com- plex expressions, can be derived algebraically from the definition formula. However, Table 4.2 does confirm that the computation formula yields the same sum of squares