Index: The Book of Statistical ProofsGeneral Theorems ▷ Probability theory ▷ Measures of statistical dispersion ▷ Standard deviation

Definition: The standard deviation $\sigma$ of a random variable $X$ with expected value $\mu$ is defined as the square root of the variance, i.e.

$\label{eq:std} \sigma(X) = \sqrt{\mathrm{E}\left[ (X-\mu)^2 \right]} \; .$

Sources:

Metadata: ID: D94 | shortcut: std | author: JoramSoch | date: 2020-09-03, 05:43.