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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