Consider a numerical dataset with continuous variables, that has been scaled to end up with values in the [0,1] range. How can I compute a reasonable variance threshold for all the variables?


1 Answer 1


Usually 3 is taken as a threshold Value by standard deviation

Using z-score we can look for value above or below threshold like in code below:

mean = np.mean(data)
std =np.std(data)

for x in data:
    z_score= (x - mean)/std 
    if np.abs(z_score) > threshold:

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