Sunday, June 24, 2018

Measures of Spread

Measures of Spread

Introduction

A measure of spread, sometimes also called a measure of dispersion, is used to describe the variability in a sample or population. It is usually used in conjunction with a measure of central tendency, such as the mean or median, to provide an overall description of a set of data.

Why is it important to measure the spread of data?

There are many reasons why the measure of the spread of data values is important, but one of the main reasons regards its relationship with measures of central tendency. A measure of spread gives us an idea of how well the mean, for example, represents the data. If the spread of values in the data set is large, the mean is not as representative of the data as if the spread of data is small. This is because a large spread indicates that there are probably large differences between individual scores. Additionally, in research, it is often seen as positive if there is little variation in each data group as it indicates that the similar.
We will be looking at the range, quartiles, varianceabsolute deviation and standard deviation.

Range

The range is the difference between the highest and lowest scores in a data set and is the simplest measure of spread. So we calculate range as:
Range = maximum value - minimum value
For example, let us consider the following data set:
23564565595562548525
The maximum value is 85 and the minimum value is 23. This results in a range of 62, which is 85 minus 23. Whilst using the range as a measure of spread is limited, it does set the boundaries of the scores. This can be useful if you are measuring a variable that has either a critical low or high threshold (or both) that should not be crossed. The range will instantly inform you whether at least one value broke these critical thresholds. In addition, the range can be used to detect any errors when entering data. For example, if you have recorded the age of school children in your study and your range is 7 to 123 years old you know you have made a mistake!

Quartiles and Interquartile Range

Quartiles tell us about the spread of a data set by breaking the data set into quarters, just like the median breaks it in half. For example, consider the marks of the 100 students below, which have been ordered from the lowest to the highest scores, and the quartiles highlighted in red.
OrderScoreOrderScoreOrderScoreOrderScoreOrderScore
1st3521st4241st5361st6481st74
2nd3722nd4242nd5362nd6482nd74
3rd3723rd4443rd5463rd6583rd74
4th3824th4444th5564th6684th75
5th3925th4545th5565th6785th75
6th3926th4546th5666th6786th76
7th3927th4547th5767th6787th77
8th3928th4548th5768th6788th77
9th3929th4749th5869th6889th79
10th4030th4850th5870th6990th80
11th4031st4951st5971st6991st81
12th4032nd4952nd6072nd6992nd81
13th4033rd4953rd6173rd7093rd81
14th4034th4954th6274th7094th81
15th4035th5155th6275th7195th81
16th4136th5156th6276th7196th81
17th4137th5157th6377th7197th83
18th4238th5158th6378th7298th84
19th4239th5259th6479th7499th84
20th4240th5260th6480th74100th85

The first quartile (Q1) lies between the 25th and 26th student's marks, the second quartile (Q2) between the 50th and 51st student's marks, and the third quartile (Q3) between the 75th and 76th student's marks. Hence:
First quartile (Q1) = (45 + 45) ÷ 2 = 45
Second quartile (Q2) = (58 + 59) ÷ 2 = 58.5
Third quartile (Q3) = (71 + 71) ÷ 2 = 71
In the above example, we have an even number of scores (100 students, rather than an odd number, such as 99 students). This means that when we calculate the quartiles, we take the sum of the two scores around each quartile and then half them (hence Q1= (45 + 45) ÷ 2 = 45) . However, if we had an odd number of scores (say, 99 students), we would only need to take one score for each quartile (that is, the 25th, 50th and 75th scores). You should recognize that the second quartile is also the median.

Quartiles are a useful measure of spread because they are much less affected by outliers or a skewed data set than the equivalent measures of mean and standard deviation. For this reason, quartiles are often reported along with the median as the best choice of measure of spread and central tendency, respectively, when dealing with skewed and/or data with outliers. A common way of expressing quartiles is as an interquartile range. The interquartile range describes the difference between the third quartile (Q3) and the first quartile (Q1), telling us about the range of the middle half of the scores in the distribution. Hence, for our 100 students:
Interquartile range = Q3 - Q1
= 71 - 45
= 26
However, it should be noted that in journals and other publications you will usually see the interquartile range reported as 45 to 71, rather than the calculated range.
A slight variation on this is the semi-interquartile range, which is half the interquartile range = ½ (Q3 - Q1). Hence, for our 100 students, this would be 26 ÷ 2 = 13.


Absolute Deviation & Variance

Variation

Quartiles are useful, but they are also somewhat limited because they do not take into account every score in our group of data. To get a more representative idea of spread we need to take into account the actual values of each score in a data set. The absolute deviation, variance and standard deviation are such measures.
The absolute and mean absolute deviation show the amount of deviation (variation) that occurs around the mean score. To find the total variability in our group of data, we simply add up the deviation of each score from the mean. The average deviation of a score can then be calculated by dividing this total by the number of scores. How we calculate the deviation of a score from the mean depends on our choice of statistic, whether we use absolute deviation, variance or standard deviation.

Absolute Deviation and Mean Absolute Deviation

Perhaps the simplest way of calculating the deviation of a score from the mean is to take each score and minus the mean score. For example, the mean score for the group of 100 students we used earlier was 58.75 out of 100. Therefore, if we took a student that scored 60 out of 100, the deviation of a score from the mean is 60 - 58.75 = 1.25. It is important to note that scores above the mean have positive deviations (as demonstrated above), whilst scores below the mean will have negative deviations.
To find out the total variability in our data set, we would perform this calculation for all of the 100 students' scores. However, the problem is that because we have both positive and minus signs, when we add up all of these deviations, they cancel each other out, giving us a total deviation of zero. Since we are only interested in the deviations of the scores and not whether they are above or below the mean score, we can ignore the minus sign and take only the absolute value, giving us the absolute deviation. Adding up all of these absolute deviations and dividing them by the total number of scores then gives us the mean absolute deviation (see below). Therefore, for our 100 students the mean absolute deviation is 12.81, as shown below:



Variance

Another method for calculating the deviation of a group of scores from the mean, such as the 100 students we used earlier, is to use the variance. Unlike the absolute deviation, which uses the absolute value of the deviation in order to "rid itself" of the negative values, the variance achieves positive values by squaring each of the deviations instead. Adding up these squared deviations gives us the sum of squares, which we can then divide by the total number of scores in our group of data (in other words, 100 because there are 100 students) to find the variance (see below). Therefore, for our 100 students, the variance is 211.89, as shown below:
As a measure of variability, the variance is useful. If the scores in our group of data are spread out, the variance will be a large number. Conversely, if the scores are spread closely around the mean, the variance will be a smaller number. However, there are two potential problems with the variance. First, because the deviations of scores from the mean are 'squared', this gives more weight to extreme scores. If our data contains outliers (in other words, one or a small number of scores that are particularly far away from the mean and perhaps do not represent well our data as a whole), this can give undo weight to these scores. Secondly, the variance is not in the same units as the scores in our data set: variance is measured in the units squared. This means we cannot place it on our frequency distribution and cannot directly relate its value to the values in our data set. Therefore, the figure of 211.89, our variance, appears somewhat arbitrary. Calculating the standard deviation rather than the variance rectifies this problem. Nonetheless, analysing variance is extremely important in some statistical analyses, discussed in other statistical guides.


Standard Deviation

Introduction

The standard deviation is a measure of the spread of scores within a set of data. Usually, we are interested in the standard deviation of a population. However, as we are often presented with data from a sample only, we can estimate the population standard deviation from a sample standard deviation. These two standard deviations - sample and population standard deviations - are calculated differently. In statistics, we are usually presented with having to calculate sample standard deviations, and so this is what this article will focus on, although the formula for a population standard deviation will also be shown.

When to use the sample or population standard deviation

We are normally interested in knowing the population standard deviation because our population contains all the values we are interested in. Therefore, you would normally calculate the population standard deviation if: (1) you have the entire population or (2) you have a sample of a larger population, but you are only interested in this sample and do not wish to generalize your findings to the population. However, in statistics, we are usually presented with a sample from which we wish to estimate (generalize to) a population, and the standard deviation is no exception to this. Therefore, if all you have is a sample, but you wish to make a statement about the population standard deviation from which the sample is drawn, you need to use the sample standard deviation. Confusion can often arise as to which standard deviation to use due to the name "sample" standard deviation incorrectly being interpreted as meaning the standard deviation of the sample itself and not the estimate of the population standard deviation based on the sample.

What type of data should you use when you calculate a standard deviation?

The standard deviation is used in conjunction with the mean to summarise continuous data, not categorical data. In addition, the standard deviation, like the mean, is normally only appropriate when the continuous data is not significantly skewed or has outliers

Examples of when to use the sample or population standard deviation

Q. A teacher sets an exam for their pupils. The teacher wants to summarize the results the pupils attained as a mean and standard deviation. Which standard deviation should be used?
A. Population standard deviation. Why? Because the teacher is only interested in this class of pupils' scores and nobody else.
Q. A researcher has recruited males aged 45 to 65 years old for an exercise training study to investigate risk markers for heart disease (e.g., cholesterol). Which standard deviation would most likely be used?
A. Sample standard deviation. Although not explicitly stated, a researcher investigating health related issues will not simply be concerned with just the participants of their study; they will want to show how their sample results can be generalised to the whole population (in this case, males aged 45 to 65 years old). Hence, the use of the sample standard deviation.
Q. One of the questions on a national consensus survey asks for respondents' age. Which standard deviation would be used to describe the variation in all ages received from the consensus?
A. Population standard deviation. A national consensus is used to find out information about the nation's citizens. By definition, it includes the whole population. Therefore, a population standard deviation would be used.

What are the formulas for the standard deviation?

The sample standard deviation formula is:
where,
s = sample standard deviation
 = sum of...
 = sample mean
n = number of scores in sample.

The population standard deviation formula is:
where,
 = population standard deviation
 = sum of...
 = population mean
n = number of scores in sample.

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