Definition: Standard deviation
Index: The Book of Statistical Proofs ▷ General Theorems ▷ Probability theory ▷ Measures of statistical dispersion ▷ Standard deviation
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Metadata: ID: D94 | shortcut: std | author: JoramSoch | date: 2020-09-03, 05:43.
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.
\[\label{eq:std} \sigma(X) = \sqrt{\mathrm{E}\left[ (X-\mu)^2 \right]} \; .\]- Wikipedia (2020): "Standard deviation"; in: Wikipedia, the free encyclopedia, retrieved on 2020-09-03; URL: https://en.wikipedia.org/wiki/Standard_deviation#Definition_of_population_values.
Metadata: ID: D94 | shortcut: std | author: JoramSoch | date: 2020-09-03, 05:43.