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CV of square
Posted:
Nov 13, 2012 4:18 PM


Suppose T is a random nonnegative variable with finite mean and variance, and suppose S=Sqrt(T).
Is there a useful rule of thumb, even approximate, relating the coefficient of variation (CV) of T to the CV of S? For example, if CV(S)=1/10, what does that suggest about CV(T)?
Reminder: the definition of CV is CV(T) = Sqrt(V(T)) / E(T) CV(S) = Sqrt(V(S)) / E(S)



