Standard deviation

The standard deviation (denoted by the Greek letter σ) gives the degree of variation around the mean value of a stochastic variable. It is calculated as follows:

σ2 = ∑ (xi - <x>)2 / (n-1)

where xi (i = 1, 2,… , n) is the result of an individual observation, <x> is the mean value, and n is the number of observations.

Related concepts

  • error propagation
  • mean value
  • standard deviation
  • statistics
  • stochastic variable

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