standard deviation

Noun

1.

standard deviation - the square root of the variance

(statistics)

standard deviation - (SD) A measure of the range of values in a set of numbers. Standard deviation is a statistic used as a measure of the dispersion or variation in a distribution, equal to the square root of the arithmetic mean of the squares of the deviations from the arithmetic mean. The standard deviation of a random variable or list of numbers (the lowercase greek sigma) is the square of the variance. The standard deviation of the list x1, x2, x3...xn is given by the formula: sigma = sqrt(((x1-(avg(x)))^2 + (x1-(avg(x)))^2 + ... + (xn(avg(x)))^2)/n) The formula is used when all of the values in the population are known. If the values x1...xn are a random sample chosen from the population, then the sample Standard Deviation is calculated with same formula, except that (n-1) is used as the denominator. [dictionary.com]. ["Barrons Dictionary of Mathematical Terms, second edition"].

statistics, variance