Standard deviation
The standard deviation is the square root of the variance and measures how spread out the values of a random variable are around its expected value. It is used throughout statistics and probability to describe variability in the same units as the data.
\sigma = \sqrt{\mathrm{Var}(X)}What the symbols mean
| standard deviation of the random variable X | |
| variance of the random variable X | |
| random variable |
About this formula
- FieldStatistics
- TopicDescriptive statistics
- LevelHigh school
- Also calledroot-mean-square deviation, RMSD, standard deviation formula, sigma of a random variable, square root of variance, dispersion of a random variable
- SourceWikidata Q159375
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